-20.0%
UNH vs VUG
+78.3%
-98.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.6% |
| 7D | +3.4% | +2.5% | +0.9% | +3.2% |
| 30D | +3.0% | -6.3% | +9.3% | +3.5% |
| 3M | +2.7% | -6.0% | +8.8% | +3.2% |
| 6M | +2.8% | -3.5% | +6.3% | +3.0% |
| YTD | +25.9% | +3.9% | +21.9% | +24.7% |
| 1Y | +25.8% | +5.1% | +20.7% | +24.5% |
| 3Y | -20.0% | +77.9% | -97.9% | -18.8% |
| All | -20.0% | +78.3% | -98.3% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling