+228.4%
UNH vs XLRE
+89.0%
+139.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.2% | -2.8% |
| 7D | -4.5% | -1.2% | -3.4% | -3.9% |
| 30D | -6.5% | -2.4% | -4.1% | -5.3% |
| 3M | -6.0% | -2.5% | -3.5% | -4.7% |
| 6M | +33.7% | +4.0% | +29.7% | +30.5% |
| YTD | +16.4% | +9.3% | +7.1% | +10.3% |
| 1Y | +10.1% | +5.6% | +4.5% | +6.4% |
| 3Y | -16.3% | +31.3% | -47.6% | -30.6% |
| 5Y | +2.1% | +9.5% | -7.4% | -6.4% |
| All | +228.4% | +89.0% | +139.3% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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