+231.0%
UNH vs FN
+837.6%
-606.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.9% | -11.0% | 0.0% |
| 7D | -0.7% | +16.3% | -17.0% | -2.0% |
| 30D | +4.8% | -24.7% | +29.6% | +6.6% |
| 3M | -1.7% | -34.9% | +33.2% | +0.6% |
| 6M | +5.9% | -41.1% | +47.0% | +8.5% |
| YTD | +22.8% | -19.6% | +42.5% | +21.0% |
| 1Y | +25.9% | -18.5% | +44.4% | +23.5% |
| 3Y | -21.4% | +119.1% | -140.6% | -34.4% |
| 5Y | -6.3% | +206.9% | -213.2% | -28.3% |
| 10Y | +231.0% | +826.4% | -595.4% | +108.7% |
| All | +231.0% | +837.6% | -606.6% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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