+227.5%
UNH vs F
+79.7%
+147.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +0.2% | +1.0% | -0.8% | 0.0% |
| 30D | +6.8% | +2.1% | +4.7% | +6.4% |
| 3M | -0.3% | -10.3% | +10.0% | +1.4% |
| 6M | +7.9% | +3.3% | +4.6% | +6.3% |
| YTD | +25.1% | -2.0% | +27.1% | +23.9% |
| 1Y | +29.3% | -2.3% | +31.6% | +28.1% |
| 3Y | -20.3% | +49.9% | -70.2% | -29.6% |
| 5Y | -3.6% | -12.5% | +8.9% | -7.9% |
| 10Y | +227.5% | +74.3% | +153.2% | +111.3% |
| All | +227.5% | +79.7% | +147.8% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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