+228.4%
UNH vs XRT
+128.2%
+100.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.8% |
| 7D | -4.5% | -3.2% | -1.3% | -3.6% |
| 30D | -6.5% | -4.5% | -2.0% | -5.2% |
| 3M | -6.0% | -3.1% | -2.9% | -5.2% |
| 6M | +33.7% | +4.2% | +29.4% | +31.3% |
| YTD | +16.4% | -0.1% | +16.5% | +16.0% |
| 1Y | +10.1% | -3.0% | +13.1% | +10.7% |
| 3Y | -16.3% | +41.8% | -58.1% | -27.3% |
| 5Y | +2.1% | -1.3% | +3.4% | -0.8% |
| All | +228.4% | +128.2% | +100.2% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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