+228.4%
UNH vs USFR
+28.1%
+200.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.4% | -2.3% |
| 7D | -4.5% | +0.1% | -4.7% | -4.5% |
| 30D | -6.5% | +0.4% | -6.9% | -6.5% |
| 3M | -6.0% | +1.0% | -7.0% | -5.8% |
| 6M | +33.7% | +2.0% | +31.7% | +34.3% |
| YTD | +16.4% | +2.8% | +13.6% | +17.2% |
| 1Y | +10.1% | +4.1% | +6.0% | +11.2% |
| 3Y | -16.3% | +14.1% | -30.5% | -14.0% |
| 5Y | +2.1% | +20.6% | -18.5% | +5.2% |
| All | +228.4% | +28.1% | +200.2% | +235.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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