+97.8%
UNH vs NET
+1,381.0%
-1,283.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.3% |
| 7D | +0.6% | -16.4% | +16.9% | +1.2% |
| 30D | +8.1% | -25.8% | +34.0% | +9.3% |
| 3M | +1.1% | -11.5% | +12.6% | +1.3% |
| 6M | +11.7% | +18.9% | -7.2% | +10.3% |
| YTD | +26.5% | +35.2% | -8.8% | +23.6% |
| 1Y | +27.0% | +14.5% | +12.6% | +25.1% |
| 3Y | -17.9% | +313.8% | -331.7% | -25.6% |
| 5Y | -1.9% | +32.6% | -34.5% | -7.4% |
| All | +97.8% | +1,381.0% | -1,283.2% | +26.4% |
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