+2.2%
UNH vs VSXY
+33.4%
-31.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.1% |
| 7D | -3.2% | -0.3% | -2.8% | -3.1% |
| 30D | -3.5% | -22.1% | +18.6% | -2.7% |
| 3M | -4.2% | -1.1% | -3.0% | -4.2% |
| 6M | +38.3% | +53.8% | -15.5% | +35.2% |
| YTD | +19.2% | +35.5% | -16.3% | +17.1% |
| 1Y | +15.0% | +186.0% | -171.0% | +9.8% |
| 3Y | -14.5% | +343.2% | -357.7% | -21.9% |
| 5Y | +4.6% | +19.0% | -14.4% | +1.1% |
| All | +2.2% | +33.4% | -31.2% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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