+67.7%
UNH vs FIG
-77.7%
+145.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +2.4% | +2.6% | -0.2% | +2.3% |
| 30D | +7.2% | -13.1% | +20.3% | +7.8% |
| 3M | +0.5% | -20.3% | +20.8% | +1.1% |
| 6M | +3.4% | -2.1% | +5.5% | +2.7% |
| YTD | +25.2% | -49.4% | +74.5% | +27.7% |
| 1Y | +22.7% | -57.0% | +79.7% | +25.7% |
| All | +67.7% | -77.7% | +145.5% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling