+90.7%
UNH vs NET
+1,449.6%
-1,358.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.9% |
| 7D | +1.1% | -7.0% | +8.0% | +1.3% |
| 30D | -3.8% | -4.8% | +1.0% | -3.7% |
| 3M | +0.7% | +3.8% | -3.1% | +0.4% |
| 6M | +37.9% | +50.0% | -12.2% | +34.8% |
| YTD | +21.9% | +41.5% | -19.5% | +19.2% |
| 1Y | +31.4% | +32.8% | -1.5% | +28.6% |
| 3Y | -11.4% | +335.9% | -347.3% | -19.9% |
| 5Y | +2.5% | +113.8% | -111.3% | -7.2% |
| All | +90.7% | +1,449.6% | -1,358.8% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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