+227.5%
UNH vs F
+77.5%
+150.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.2% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | +6.8% | +0.9% | +5.9% | +6.6% |
| 3M | -0.3% | -11.3% | +11.1% | +1.6% |
| 6M | +7.9% | +2.0% | +5.9% | +6.5% |
| YTD | +25.1% | -3.2% | +28.3% | +24.1% |
| 1Y | +29.3% | -3.5% | +32.8% | +28.4% |
| 3Y | -20.3% | +48.1% | -68.4% | -29.5% |
| 5Y | -3.6% | -13.5% | +9.9% | -7.7% |
| 10Y | +227.5% | +72.2% | +155.3% | +111.7% |
| All | +227.5% | +77.5% | +150.0% | +111.7% |
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