+231.0%
UNH vs EXPD
+334.2%
-103.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | 0.0% |
| 7D | -0.7% | -5.5% | +4.8% | +1.0% |
| 30D | +4.8% | -1.9% | +6.7% | +5.4% |
| 3M | -1.7% | +6.1% | -7.8% | -3.7% |
| 6M | +5.9% | +21.6% | -15.7% | -0.8% |
| YTD | +22.8% | +27.9% | -5.1% | +12.1% |
| 1Y | +25.9% | +39.4% | -13.5% | +11.6% |
| 3Y | -21.4% | +72.7% | -94.1% | -37.2% |
| 5Y | -6.3% | +60.3% | -66.6% | -24.6% |
| 10Y | +231.0% | +332.6% | -101.6% | +55.5% |
| All | +231.0% | +334.2% | -103.2% | +55.5% |
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