+150.2%
XLE vs UNH
-5.9%
+156.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | -7.9% | -0.7% | -7.2% | -7.8% |
| 30D | -4.8% | +4.8% | -9.7% | -5.3% |
| 3M | +8.4% | -1.7% | +10.1% | +8.5% |
| 6M | +12.7% | +5.9% | +6.8% | +11.9% |
| YTD | +41.3% | +22.8% | +18.5% | +37.9% |
| 1Y | +42.3% | +25.9% | +16.4% | +38.4% |
| 3Y | +65.1% | -21.4% | +86.5% | +67.6% |
| 5Y | +150.2% | -6.3% | +156.5% | +131.3% |
| All | +150.2% | -5.9% | +156.1% | +131.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling