+242.0%
UNH vs VST
+1,196.4%
-954.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.8% |
| 7D | +1.1% | +9.9% | -8.7% | +0.1% |
| 30D | -1.5% | +7.9% | -9.4% | -2.4% |
| 3M | -0.8% | +3.4% | -4.3% | -1.5% |
| 6M | +41.8% | -4.1% | +45.9% | +41.4% |
| YTD | +23.1% | -5.7% | +28.8% | +22.5% |
| 1Y | +28.5% | -18.9% | +47.4% | +29.6% |
| 3Y | -11.8% | +359.1% | -370.8% | -41.4% |
| 5Y | +5.3% | +766.9% | -761.5% | -41.7% |
| All | +242.0% | +1,196.4% | -954.4% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling