+749.0%
UNH vs ET
+1,451.4%
-702.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -3.2% | +1.4% | -4.5% | -3.4% |
| 30D | -3.5% | +4.6% | -8.0% | -4.3% |
| 3M | -4.2% | +16.0% | -20.2% | -7.0% |
| 6M | +38.3% | +22.8% | +15.5% | +32.6% |
| YTD | +19.2% | +38.9% | -19.6% | +11.5% |
| 1Y | +15.0% | +34.1% | -19.1% | +8.2% |
| 3Y | -14.5% | +98.8% | -113.3% | -26.9% |
| 5Y | +4.6% | +246.8% | -242.3% | -21.4% |
| 10Y | +241.1% | +174.4% | +66.8% | +149.9% |
| All | +749.0% | +1,451.4% | -702.4% | +108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling