+225.1%
UNH vs FIVE
+535.9%
-310.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | +6.5% | +17.4% | -10.9% | +4.3% |
| 3M | +0.8% | +7.0% | -6.2% | -0.2% |
| 6M | +6.1% | +20.5% | -14.4% | +3.0% |
| YTD | +24.5% | +33.1% | -8.6% | +18.7% |
| 1Y | +26.3% | +67.1% | -40.8% | +16.8% |
| 3Y | -20.7% | +41.9% | -62.6% | -26.2% |
| 5Y | -3.6% | +21.1% | -24.6% | -10.1% |
| 10Y | +225.1% | +518.8% | -293.7% | +120.7% |
| All | +225.1% | +535.9% | -310.9% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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