+245.3%
UNH vs F
+80.8%
+164.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.3% |
| 7D | -1.7% | -4.9% | +3.2% | -0.8% |
| 30D | -3.8% | -2.9% | -0.9% | -3.5% |
| 3M | -4.3% | -9.1% | +4.8% | -2.9% |
| 6M | +38.6% | +12.9% | +25.7% | +34.4% |
| YTD | +20.7% | +6.1% | +14.6% | +18.0% |
| 1Y | +16.0% | +22.5% | -6.5% | +10.0% |
| 3Y | -13.5% | +32.1% | -45.5% | -21.4% |
| 5Y | +3.5% | +43.7% | -40.2% | -14.2% |
| 10Y | +245.3% | +84.1% | +161.2% | +116.7% |
| All | +245.3% | +80.8% | +164.6% | +116.7% |
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