+245.3%
UNH vs FE
+110.4%
+135.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | -3.8% | -1.2% | -2.7% | -3.5% |
| 3M | -4.3% | +1.7% | -5.9% | -4.9% |
| 6M | +38.6% | -7.5% | +46.1% | +41.8% |
| YTD | +20.7% | +6.3% | +14.4% | +17.7% |
| 1Y | +16.0% | +10.9% | +5.1% | +11.5% |
| 3Y | -13.5% | +46.9% | -60.4% | -26.4% |
| 5Y | +3.5% | +47.6% | -44.1% | -13.0% |
| 10Y | +245.3% | +114.5% | +130.9% | +173.4% |
| All | +245.3% | +110.4% | +135.0% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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