-6.7%
UNH vs FIVE
+14.2%
-20.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | +4.8% | +17.7% | -12.8% | +4.7% |
| 3M | -1.8% | +4.0% | -5.8% | -1.9% |
| 6M | +8.6% | +2.6% | +6.0% | +8.6% |
| YTD | +21.8% | +27.6% | -5.8% | +21.2% |
| 1Y | +25.8% | +59.9% | -34.1% | +24.9% |
| 3Y | -21.3% | +35.8% | -57.1% | -17.7% |
| All | -6.7% | +14.2% | -20.9% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling