+228.4%
UNH vs ET
+177.0%
+51.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.5% | -2.2% |
| 7D | -4.5% | +0.2% | -4.8% | -4.6% |
| 30D | -6.5% | +2.9% | -9.4% | -7.0% |
| 3M | -6.0% | +16.8% | -22.8% | -8.5% |
| 6M | +33.7% | +18.9% | +14.8% | +29.6% |
| YTD | +16.4% | +37.7% | -21.3% | +10.0% |
| 1Y | +10.1% | +32.4% | -22.4% | +4.7% |
| 3Y | -16.3% | +99.5% | -115.8% | -27.2% |
| 5Y | +2.1% | +244.0% | -241.9% | -20.8% |
| All | +228.4% | +177.0% | +51.4% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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