+313.6%
UNH vs VTEB
+25.5%
+288.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.7% | -2.6% |
| 7D | -4.5% | -0.9% | -3.6% | -4.0% |
| 30D | -6.5% | -2.5% | -4.0% | -5.0% |
| 3M | -6.0% | -3.0% | -3.0% | -4.1% |
| 6M | +33.7% | -2.1% | +35.8% | +35.5% |
| YTD | +16.4% | -1.5% | +17.9% | +17.5% |
| 1Y | +10.1% | +0.2% | +9.9% | +9.9% |
| 3Y | -16.3% | +8.6% | -24.9% | -21.3% |
| 5Y | +2.1% | +1.2% | +0.9% | +1.9% |
| 10Y | +233.1% | +18.1% | +215.0% | +271.7% |
| All | +313.6% | +25.5% | +288.1% | +391.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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