-12.2%
UNH vs VST
+372.0%
-384.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.5% | -0.9% |
| 7D | +1.1% | +8.9% | -7.8% | +1.2% |
| 30D | -3.8% | +6.2% | -10.0% | -3.7% |
| 3M | +0.7% | -2.7% | +3.5% | +0.7% |
| 6M | +37.9% | -8.4% | +46.2% | +37.8% |
| YTD | +21.9% | -7.2% | +29.1% | +22.0% |
| 1Y | +31.4% | -20.9% | +52.3% | +31.2% |
| All | -12.2% | +372.0% | -384.2% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling