+1,889.7%
UNH vs VT
+374.2%
+1,515.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.1% | +0.4% | +0.6% | +0.7% |
| 30D | -3.8% | +1.0% | -4.8% | -4.6% |
| 3M | +0.7% | +2.4% | -1.6% | -1.6% |
| 6M | +37.9% | +12.0% | +25.9% | +24.9% |
| YTD | +21.9% | +15.3% | +6.6% | +7.6% |
| 1Y | +31.4% | +22.6% | +8.8% | +10.4% |
| 3Y | -11.4% | +74.7% | -86.1% | -45.8% |
| 5Y | +2.5% | +66.1% | -63.6% | -35.8% |
| 10Y | +242.9% | +225.0% | +17.9% | +20.9% |
| All | +1,889.7% | +374.2% | +1,515.5% | +428.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling