+247.4%
UNH vs EXPD
+308.0%
-60.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.4% |
| 7D | +1.1% | -0.9% | +2.1% | +1.4% |
| 30D | -1.5% | +4.1% | -5.6% | -2.8% |
| 3M | -0.8% | +13.8% | -14.6% | -5.0% |
| 6M | +41.8% | +27.3% | +14.5% | +30.7% |
| YTD | +23.1% | +25.4% | -2.4% | +13.2% |
| 1Y | +28.5% | +54.4% | -25.9% | +9.9% |
| 3Y | -11.8% | +67.9% | -79.6% | -28.7% |
| 5Y | +5.3% | +59.2% | -53.8% | -15.4% |
| 10Y | +247.4% | +308.6% | -61.1% | +80.9% |
| All | +247.4% | +308.0% | -60.6% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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