+137,274.1%
UNH vs ETR
+4,465.2%
+132,808.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.2% | +0.5% |
| 7D | +1.1% | +1.4% | -0.3% | +0.7% |
| 30D | -1.5% | +1.9% | -3.4% | -2.2% |
| 3M | -0.8% | +1.0% | -1.8% | -1.3% |
| 6M | +41.8% | +4.8% | +37.0% | +38.5% |
| YTD | +23.1% | +19.5% | +3.5% | +14.6% |
| 1Y | +28.5% | +28.1% | +0.4% | +16.7% |
| 3Y | -11.8% | +151.1% | -162.9% | -38.7% |
| 5Y | +5.3% | +125.2% | -119.8% | -24.6% |
| 10Y | +247.4% | +291.1% | -43.7% | +102.4% |
| All | +137,274.1% | +4,465.2% | +132,808.9% | +42,991.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ETR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling