+228.4%
UNH vs VUG
+424.7%
-196.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.8% |
| 7D | -4.5% | -0.5% | -4.1% | -4.3% |
| 30D | -6.5% | -1.0% | -5.6% | -6.1% |
| 3M | -6.0% | +3.5% | -9.5% | -8.0% |
| 6M | +33.7% | +14.2% | +19.5% | +23.9% |
| YTD | +16.4% | +8.5% | +7.9% | +10.6% |
| 1Y | +10.1% | +12.9% | -2.8% | +2.3% |
| 3Y | -16.3% | +85.6% | -101.9% | -44.1% |
| 5Y | +2.1% | +78.1% | -76.0% | -31.2% |
| All | +228.4% | +424.7% | -196.4% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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