+216.1%
UNH vs FITB
+212.2%
+3.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | +3.4% | +2.8% | +0.6% | +2.6% |
| 30D | +3.0% | +9.8% | -6.8% | +0.5% |
| 3M | +2.7% | -5.2% | +7.9% | +4.0% |
| 6M | +2.8% | +17.3% | -14.5% | -1.6% |
| YTD | +25.9% | +19.3% | +6.6% | +19.5% |
| 1Y | +25.8% | +32.7% | -6.9% | +16.1% |
| 3Y | -20.0% | +141.6% | -161.6% | -38.4% |
| 5Y | -2.8% | +48.9% | -51.7% | -16.8% |
| All | +216.1% | +212.2% | +3.9% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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