+228.4%
UNH vs XLI
+260.4%
-32.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.4% | -3.0% |
| 7D | -4.5% | -1.7% | -2.9% | -3.6% |
| 30D | -6.5% | -7.3% | +0.7% | -2.0% |
| 3M | -6.0% | -1.3% | -4.6% | -5.6% |
| 6M | +33.7% | +2.2% | +31.4% | +30.5% |
| YTD | +16.4% | +11.7% | +4.7% | +7.0% |
| 1Y | +10.1% | +14.3% | -4.2% | -0.4% |
| 3Y | -16.3% | +70.3% | -86.6% | -43.7% |
| 5Y | +2.1% | +82.3% | -80.2% | -35.7% |
| All | +228.4% | +260.4% | -32.0% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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