+228.0%
UNH vs VT
+215.5%
+12.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | -3.2% | -2.3% | -0.8% | -1.5% |
| 30D | +4.8% | -5.0% | +9.8% | +8.8% |
| 3M | -1.8% | -4.9% | +3.0% | +1.7% |
| 6M | +8.6% | -1.5% | +10.1% | +9.1% |
| YTD | +21.8% | +8.5% | +13.3% | +13.1% |
| 1Y | +25.8% | +11.4% | +14.5% | +14.5% |
| 3Y | -21.3% | +70.1% | -91.4% | -50.6% |
| 5Y | -5.3% | +53.7% | -59.1% | -35.5% |
| All | +228.0% | +215.5% | +12.5% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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