+216.1%
UNH vs BURL
+232.1%
-16.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +1.1% |
| 7D | +3.4% | -1.6% | +5.0% | +3.6% |
| 30D | +3.0% | -7.7% | +10.7% | +4.2% |
| 3M | +2.7% | -31.7% | +34.4% | +8.8% |
| 6M | +2.8% | -15.2% | +17.9% | +4.6% |
| YTD | +25.9% | -15.9% | +41.8% | +27.8% |
| 1Y | +25.8% | -14.2% | +40.0% | +26.9% |
| 3Y | -20.0% | +93.5% | -113.5% | -33.1% |
| 5Y | -2.8% | -9.9% | +7.1% | -7.4% |
| All | +216.1% | +232.1% | -16.0% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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