+2,545.5%
VRT vs UNH
+77.4%
+2,468.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.9% | -7.7% | -9.2% |
| 7D | +2.4% | -1.7% | +4.1% | +2.8% |
| 30D | -2.7% | -3.8% | +1.2% | -1.8% |
| 3M | -9.2% | -4.3% | -4.9% | -8.5% |
| 6M | -0.5% | +38.6% | -39.1% | -8.2% |
| YTD | +62.3% | +20.7% | +41.7% | +52.9% |
| 1Y | +109.6% | +16.0% | +93.6% | +98.6% |
| 3Y | +573.1% | -13.5% | +586.5% | +540.0% |
| 5Y | +953.6% | +3.5% | +950.1% | +821.1% |
| All | +2,545.5% | +77.4% | +2,468.1% | +1,724.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UNH.
Daily Out/Under-Performance
Portfolio return minus UNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNH 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 UNH 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