+3.5%
UNH vs XRT
-2.4%
+5.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.6% |
| 7D | -1.7% | -2.4% | +0.8% | -1.2% |
| 30D | -3.8% | -6.9% | +3.1% | -2.6% |
| 3M | -4.3% | -0.4% | -3.9% | -4.3% |
| 6M | +38.6% | +2.2% | +36.4% | +37.8% |
| YTD | +20.7% | -0.7% | +21.4% | +20.6% |
| 1Y | +16.0% | -2.0% | +18.0% | +16.1% |
| 3Y | -13.5% | +41.0% | -54.5% | -18.7% |
| 5Y | +3.5% | -3.3% | +6.8% | +3.9% |
| All | +3.5% | -2.4% | +5.9% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling