+56.0%
UNH vs FIG
-72.7%
+128.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.8% | -7.2% | -2.5% |
| 7D | -4.5% | -3.8% | -0.7% | -4.4% |
| 30D | -6.5% | -2.3% | -4.2% | -6.6% |
| 3M | -6.0% | +20.0% | -25.9% | -7.1% |
| 6M | +33.7% | -16.7% | +50.3% | +33.9% |
| YTD | +16.4% | -37.9% | +54.3% | +18.0% |
| 1Y | +10.1% | -58.5% | +68.6% | +13.3% |
| All | +56.0% | -72.7% | +128.7% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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