+598.6%
UNH vs USFR
+27.6%
+571.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +1.1% | +0.1% | +1.1% | +1.1% |
| 30D | -1.5% | +0.3% | -1.9% | -1.6% |
| 3M | -0.8% | +1.0% | -1.8% | -1.0% |
| 6M | +41.8% | +1.9% | +39.9% | +41.3% |
| YTD | +23.1% | +2.7% | +20.4% | +22.5% |
| 1Y | +28.5% | +4.0% | +24.5% | +27.6% |
| 3Y | -11.8% | +14.0% | -25.8% | -14.1% |
| 5Y | +5.3% | +20.4% | -15.1% | +1.2% |
| 10Y | +247.4% | +28.1% | +219.4% | +228.5% |
| All | +598.6% | +27.6% | +571.0% | +550.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling