-13.2%
UNH vs FTV
-3.3%
-9.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | -1.7% | -1.3% | -0.4% | -1.4% |
| 30D | -3.8% | -9.5% | +5.7% | -2.1% |
| 3M | -4.3% | -10.9% | +6.6% | -2.4% |
| 6M | +38.6% | -0.6% | +39.3% | +38.5% |
| YTD | +20.7% | +1.4% | +19.3% | +19.7% |
| 1Y | +16.0% | +17.6% | -1.6% | +12.0% |
| All | -13.2% | -3.3% | -9.9% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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