+236.3%
UNH vs ESI
+310.7%
-74.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.3% |
| 7D | -3.2% | -2.3% | -0.8% | -2.7% |
| 30D | -3.5% | -9.0% | +5.6% | -1.6% |
| 3M | -4.2% | -13.3% | +9.1% | -2.2% |
| 6M | +38.3% | +5.3% | +33.0% | +33.9% |
| YTD | +19.2% | +37.6% | -18.4% | +7.9% |
| 1Y | +15.0% | +33.6% | -18.6% | +4.4% |
| 3Y | -14.5% | +75.8% | -90.3% | -30.0% |
| 5Y | +4.6% | +68.6% | -64.0% | -15.8% |
| All | +236.3% | +310.7% | -74.4% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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