+34.0%
UNH vs EOSE
-60.6%
+94.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.4% |
| 7D | -4.5% | +1.8% | -6.3% | -4.6% |
| 30D | -6.5% | -6.8% | +0.3% | -6.5% |
| 3M | -6.0% | -36.3% | +30.3% | -5.8% |
| 6M | +33.7% | -38.8% | +72.4% | +33.8% |
| YTD | +16.4% | -65.5% | +81.9% | +17.1% |
| 1Y | +10.1% | -45.3% | +55.4% | +10.5% |
| 3Y | -16.3% | +44.2% | -60.5% | -17.4% |
| 5Y | +2.1% | -69.5% | +71.6% | -2.8% |
| All | +34.0% | -60.6% | +94.7% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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