+937.2%
UNH vs VYM
+488.1%
+449.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.0% | -3.0% |
| 7D | -4.5% | -0.8% | -3.7% | -3.9% |
| 30D | -6.5% | -2.2% | -4.3% | -4.6% |
| 3M | -6.0% | +3.1% | -9.1% | -8.5% |
| 6M | +33.7% | +9.7% | +23.9% | +22.7% |
| YTD | +16.4% | +14.9% | +1.5% | +2.5% |
| 1Y | +10.1% | +17.6% | -7.5% | -5.0% |
| 3Y | -16.3% | +65.3% | -81.6% | -48.0% |
| 5Y | +2.1% | +78.7% | -76.6% | -41.5% |
| 10Y | +233.1% | +208.2% | +24.9% | +15.1% |
| All | +937.2% | +488.1% | +449.1% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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