+236.3%
UNH vs ED
+109.0%
+127.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -3.2% | -1.9% | -1.3% | -2.5% |
| 30D | -3.5% | +0.1% | -3.6% | -3.5% |
| 3M | -4.2% | 0.0% | -4.2% | -4.3% |
| 6M | +38.3% | -2.5% | +40.8% | +39.2% |
| YTD | +19.2% | +10.1% | +9.1% | +14.1% |
| 1Y | +15.0% | +13.6% | +1.4% | +8.5% |
| 3Y | -14.5% | +32.4% | -47.0% | -25.7% |
| 5Y | +4.6% | +69.9% | -65.3% | -19.4% |
| All | +236.3% | +109.0% | +127.3% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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