+46.5%
UNH vs FPS
+12.3%
+34.2%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.8% | +4.6% | -1.0% |
| 7D | -3.2% | -4.6% | +1.4% | -3.0% |
| 30D | -3.5% | -22.6% | +19.1% | -2.7% |
| 3M | -4.2% | -45.1% | +40.9% | -2.8% |
| 6M | +38.3% | -17.8% | +56.1% | +35.0% |
| All | +46.5% | +12.3% | +34.2% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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