+227.5%
UNH vs BURL
+247.8%
-20.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.1% | +2.1% |
| 7D | +0.2% | +5.9% | -5.7% | -0.8% |
| 30D | +6.8% | -8.3% | +15.1% | +8.2% |
| 3M | -0.3% | -31.6% | +31.4% | +5.6% |
| 6M | +7.9% | -16.6% | +24.5% | +10.2% |
| YTD | +25.1% | -12.1% | +37.2% | +26.2% |
| 1Y | +29.3% | -10.0% | +39.3% | +29.5% |
| 3Y | -20.3% | +94.3% | -114.6% | -33.3% |
| 5Y | -3.6% | -13.2% | +9.6% | -6.6% |
| 10Y | +227.5% | +252.5% | -25.0% | +137.2% |
| All | +227.5% | +247.8% | -20.4% | +137.2% |
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