+7,765.9%
UNH vs FE
+563.2%
+7,202.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -3.2% | 0.0% | -3.1% | -3.2% |
| 30D | +4.8% | +5.2% | -0.4% | +3.0% |
| 3M | -1.8% | 0.0% | -1.8% | -1.9% |
| 6M | +8.6% | +5.0% | +3.6% | +6.5% |
| YTD | +21.8% | +7.9% | +13.9% | +17.9% |
| 1Y | +25.8% | +6.3% | +19.5% | +22.4% |
| 3Y | -21.3% | +46.0% | -67.3% | -32.8% |
| 5Y | -5.3% | +45.6% | -51.0% | -20.0% |
| 10Y | +238.1% | +109.3% | +128.7% | +142.5% |
| All | +7,765.9% | +563.2% | +7,202.7% | +3,719.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling