-11.5%
UNH vs ESI
+83.5%
-95.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.4% | +0.9% |
| 7D | +1.1% | +5.4% | -4.2% | +0.9% |
| 30D | -1.5% | -4.2% | +2.7% | -1.4% |
| 3M | -0.8% | -9.6% | +8.8% | -0.7% |
| 6M | +41.8% | +18.3% | +23.5% | +39.1% |
| YTD | +23.1% | +45.8% | -22.8% | +19.3% |
| 1Y | +28.5% | +39.2% | -10.6% | +24.6% |
| All | -11.5% | +83.5% | -95.0% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling