+238.8%
UNH vs VST
+1,175.7%
-936.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.5% | -1.3% |
| 7D | +1.1% | +8.9% | -7.8% | +0.1% |
| 30D | -3.8% | +6.2% | -10.0% | -4.4% |
| 3M | +0.7% | -2.7% | +3.5% | +0.7% |
| 6M | +37.9% | -8.4% | +46.2% | +38.2% |
| YTD | +21.9% | -7.2% | +29.1% | +21.6% |
| 1Y | +31.4% | -20.9% | +52.3% | +32.9% |
| 3Y | -11.4% | +384.0% | -395.4% | -42.0% |
| 5Y | +2.5% | +757.1% | -754.5% | -43.2% |
| All | +238.8% | +1,175.7% | -936.9% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling