-11.5%
UNH vs FDS
-30.3%
+18.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +1.6% |
| 7D | +1.1% | -5.4% | +6.5% | +1.9% |
| 30D | -1.5% | +1.6% | -3.1% | -1.9% |
| 3M | -0.8% | +17.7% | -18.6% | -4.0% |
| 6M | +41.8% | +29.1% | +12.8% | +34.5% |
| YTD | +23.1% | +1.0% | +22.1% | +23.1% |
| 1Y | +28.5% | -21.6% | +50.1% | +32.0% |
| All | -11.5% | -30.3% | +18.8% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling