-13.2%
UNH vs XLB
+32.2%
-45.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.9% | -1.6% |
| 7D | -1.7% | -2.9% | +1.3% | -0.7% |
| 30D | -3.8% | -3.4% | -0.5% | -2.8% |
| 3M | -4.3% | +1.6% | -5.9% | -4.8% |
| 6M | +38.6% | +3.6% | +35.0% | +36.5% |
| YTD | +20.7% | +14.2% | +6.4% | +14.6% |
| 1Y | +16.0% | +15.6% | +0.4% | +9.5% |
| All | -13.2% | +32.2% | -45.5% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 3y: compounded portfolio wealth divided by compounded XLB 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…
3y analysis · Full analysis span regression · 6 months rolling