-3.4%
UNH vs VST
+645.9%
-649.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | +2.4% | +19.2% | -16.8% | +2.0% |
| 30D | +7.2% | -17.2% | +24.4% | +7.6% |
| 3M | +0.5% | -8.1% | +8.6% | +0.5% |
| 6M | +3.4% | -8.1% | +11.6% | +3.3% |
| YTD | +25.2% | -16.3% | +41.4% | +25.2% |
| 1Y | +22.7% | -24.1% | +46.8% | +23.1% |
| 3Y | -20.3% | +300.2% | -320.5% | -36.6% |
| 5Y | -3.4% | +645.9% | -649.3% | -32.3% |
| All | -3.4% | +645.9% | -649.3% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling