+228.4%
UNH vs UL
+66.7%
+161.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | -4.5% | -3.4% | -1.1% | -3.5% |
| 30D | -6.5% | +0.5% | -7.0% | -6.7% |
| 3M | -6.0% | +7.2% | -13.2% | -8.3% |
| 6M | +33.7% | -3.1% | +36.7% | +34.4% |
| YTD | +16.4% | -2.7% | +19.1% | +16.5% |
| 1Y | +10.1% | -10.2% | +20.3% | +13.2% |
| 3Y | -16.3% | +20.3% | -36.6% | -24.0% |
| 5Y | +2.1% | +19.9% | -17.8% | -8.5% |
| All | +228.4% | +66.7% | +161.7% | +199.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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