-1.1%
UNH vs VUG
+62.0%
-63.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | +3.4% | +2.5% | +0.9% | +2.8% |
| 30D | +3.0% | -6.3% | +9.3% | +4.3% |
| 3M | +2.7% | -6.0% | +8.8% | +3.9% |
| 6M | +2.8% | -3.5% | +6.3% | +3.3% |
| YTD | +25.9% | +3.9% | +21.9% | +24.2% |
| 1Y | +25.8% | +5.1% | +20.7% | +23.8% |
| 3Y | -20.0% | +77.9% | -97.9% | -31.8% |
| All | -1.1% | +62.0% | -63.1% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling