+228.4%
UNH vs XLF
+254.4%
-26.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.0% | -2.8% |
| 7D | -4.5% | -1.5% | -3.1% | -3.7% |
| 30D | -6.5% | -1.2% | -5.4% | -5.9% |
| 3M | -6.0% | +9.2% | -15.2% | -10.8% |
| 6M | +33.7% | +16.3% | +17.3% | +22.2% |
| YTD | +16.4% | +5.4% | +11.0% | +12.6% |
| 1Y | +10.1% | +7.6% | +2.5% | +5.3% |
| 3Y | -16.3% | +74.2% | -90.5% | -41.1% |
| 5Y | +2.1% | +66.1% | -64.0% | -27.4% |
| All | +228.4% | +254.4% | -26.0% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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