+1,618.0%
UNH vs VUG
+1,246.8%
+371.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +1.1% | +0.9% | +0.3% | +0.5% |
| 30D | -1.5% | -1.4% | -0.1% | -0.6% |
| 3M | -0.8% | +2.3% | -3.2% | -3.1% |
| 6M | +41.8% | +15.7% | +26.1% | +26.1% |
| YTD | +23.1% | +8.6% | +14.5% | +14.3% |
| 1Y | +28.5% | +14.1% | +14.5% | +14.8% |
| 3Y | -11.8% | +87.9% | -99.7% | -49.6% |
| 5Y | +5.3% | +76.3% | -71.0% | -39.8% |
| 10Y | +247.4% | +409.7% | -162.2% | -29.3% |
| All | +1,618.0% | +1,246.8% | +371.3% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling