-11.8%
UNH vs FLEX
+475.0%
-486.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | +0.9% |
| 7D | +1.1% | +7.0% | -5.8% | +1.1% |
| 30D | -1.5% | -5.8% | +4.3% | -1.5% |
| 3M | -0.8% | -24.2% | +23.4% | -0.6% |
| 6M | +41.8% | +90.8% | -49.0% | +38.8% |
| YTD | +23.1% | +89.2% | -66.1% | +20.5% |
| 1Y | +28.5% | +104.7% | -76.2% | +26.0% |
| 3Y | -11.8% | +478.1% | -489.8% | -7.7% |
| All | -11.8% | +475.0% | -486.8% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 3y: compounded portfolio wealth divided by compounded FLEX 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…
3y analysis · Full analysis span regression · 6 months rolling