+7,777.1%
UNH vs FE
+561.4%
+7,215.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.8% |
| 7D | +1.1% | +1.9% | -0.9% | +0.4% |
| 30D | -3.8% | -1.2% | -2.6% | -3.4% |
| 3M | +0.7% | +3.5% | -2.8% | -0.5% |
| 6M | +37.9% | -6.1% | +43.9% | +40.5% |
| YTD | +21.9% | +7.6% | +14.3% | +18.3% |
| 1Y | +31.4% | +11.9% | +19.5% | +25.6% |
| 3Y | -11.4% | +48.4% | -59.8% | -24.9% |
| 5Y | +2.5% | +44.8% | -42.3% | -13.1% |
| 10Y | +242.9% | +115.9% | +127.0% | +143.3% |
| All | +7,777.1% | +561.4% | +7,215.6% | +3,731.1% |
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