-11.8%
UNH vs ED
+35.1%
-46.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | +1.1% | +0.5% | +0.6% | +1.1% |
| 30D | -1.5% | +1.1% | -2.6% | -1.7% |
| 3M | -0.8% | +4.6% | -5.5% | -1.5% |
| 6M | +41.8% | -2.0% | +43.8% | +42.1% |
| YTD | +23.1% | +11.7% | +11.4% | +20.7% |
| 1Y | +28.5% | +15.7% | +12.8% | +25.1% |
| 3Y | -11.8% | +34.4% | -46.1% | -15.4% |
| All | -11.8% | +35.1% | -46.9% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling