+228.4%
UNH vs QID
-99.2%
+327.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.8% |
| 7D | -4.5% | +1.3% | -5.8% | -4.3% |
| 30D | -6.5% | +2.9% | -9.5% | -5.9% |
| 3M | -6.0% | -0.7% | -5.3% | -5.8% |
| 6M | +33.7% | -29.7% | +63.3% | +23.9% |
| YTD | +16.4% | -27.9% | +44.3% | +8.8% |
| 1Y | +10.1% | -34.6% | +44.6% | +0.9% |
| 3Y | -16.3% | -73.5% | +57.2% | -37.4% |
| 5Y | +2.1% | -81.0% | +83.1% | -23.5% |
| All | +228.4% | -99.2% | +327.5% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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