+228.4%
UNH vs VTRS
-48.4%
+276.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.5% |
| 7D | -4.5% | -2.2% | -2.4% | -4.2% |
| 30D | -6.5% | +3.3% | -9.8% | -7.1% |
| 3M | -6.0% | +2.0% | -8.0% | -6.4% |
| 6M | +33.7% | +19.9% | +13.7% | +29.3% |
| YTD | +16.4% | +35.7% | -19.3% | +10.0% |
| 1Y | +10.1% | +68.1% | -58.0% | +0.1% |
| 3Y | -16.3% | +87.1% | -103.4% | -26.7% |
| 5Y | +2.1% | +47.6% | -45.5% | -8.5% |
| All | +228.4% | -48.4% | +276.7% | +238.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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