+299.7%
UNH vs XLRE
+107.7%
+191.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | -3.2% | -2.7% | -0.4% | -1.7% |
| 30D | -3.5% | -2.3% | -1.1% | -2.2% |
| 3M | -4.2% | -3.5% | -0.7% | -2.3% |
| 6M | +38.3% | +1.9% | +36.4% | +36.6% |
| YTD | +19.2% | +8.3% | +10.9% | +13.7% |
| 1Y | +15.0% | +6.4% | +8.6% | +10.7% |
| 3Y | -14.5% | +30.2% | -44.8% | -28.5% |
| 5Y | +4.6% | +8.6% | -4.0% | -3.5% |
| 10Y | +241.1% | +87.4% | +153.8% | +118.7% |
| All | +299.7% | +107.7% | +191.9% | +147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling