+181.3%
XLE vs UNH
+242.5%
-61.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.8% | +1.4% |
| 7D | +0.3% | -1.7% | +2.0% | +0.8% |
| 30D | +8.5% | -3.8% | +12.4% | +9.7% |
| 3M | +14.6% | -4.3% | +18.9% | +15.8% |
| 6M | +17.6% | +38.6% | -21.1% | +6.0% |
| YTD | +48.1% | +20.7% | +27.4% | +37.5% |
| 1Y | +53.8% | +16.0% | +37.8% | +44.1% |
| 3Y | +56.2% | -13.5% | +69.7% | +50.0% |
| 5Y | +227.7% | +3.5% | +224.2% | +179.5% |
| 10Y | +181.3% | +245.3% | -64.0% | +53.4% |
| All | +181.3% | +242.5% | -61.2% | +53.4% |
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