+179.2%
XLE vs UNH
+226.7%
-47.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +5.4% | +3.4% | +2.0% | +4.4% |
| 30D | -3.9% | +3.0% | -6.9% | -4.9% |
| 3M | +7.0% | +2.7% | +4.3% | +5.9% |
| 6M | +14.2% | +2.8% | +11.4% | +12.7% |
| YTD | +48.2% | +25.9% | +22.3% | +35.6% |
| 1Y | +47.7% | +25.8% | +21.9% | +35.0% |
| 3Y | +70.0% | -20.0% | +90.0% | +71.0% |
| 5Y | +169.1% | -2.8% | +172.0% | +139.3% |
| All | +179.2% | +226.7% | -47.5% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UNH.
Daily Out/Under-Performance
Portfolio return minus UNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNH 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 UNH 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