+1,064.6%
UNH vs XRT
+514.3%
+550.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.4% |
| 7D | +1.1% | +0.8% | +0.3% | +0.7% |
| 30D | -3.8% | -4.2% | +0.4% | -2.0% |
| 3M | +0.7% | +5.1% | -4.3% | -1.7% |
| 6M | +37.9% | +2.4% | +35.5% | +35.7% |
| YTD | +21.9% | +3.2% | +18.7% | +19.5% |
| 1Y | +31.4% | +1.5% | +29.9% | +29.6% |
| 3Y | -11.4% | +40.6% | -52.0% | -27.0% |
| 5Y | +2.5% | -1.0% | +3.5% | -4.3% |
| 10Y | +242.9% | +128.4% | +114.4% | +82.4% |
| All | +1,064.6% | +514.3% | +550.3% | +214.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling