+214.3%
UNH vs XRT
+135.4%
+78.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +1.1% |
| 7D | +2.4% | -0.4% | +2.8% | +2.5% |
| 30D | +7.2% | +7.5% | -0.3% | +4.7% |
| 3M | +0.5% | +2.3% | -1.8% | -0.4% |
| 6M | +3.4% | +12.8% | -9.4% | -0.8% |
| YTD | +25.2% | +7.1% | +18.1% | +21.8% |
| 1Y | +22.7% | +12.3% | +10.4% | +17.6% |
| 3Y | -20.3% | +57.0% | -77.3% | -32.9% |
| 5Y | -3.4% | -4.3% | +0.9% | -3.8% |
| All | +214.3% | +135.4% | +78.9% | +64.1% |
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