+225.7%
XLE vs UNH
+3.9%
+221.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | 0.0% | +1.1% | -1.1% | -0.1% |
| 30D | +12.6% | -1.5% | +14.2% | +12.8% |
| 3M | +11.8% | -0.8% | +12.7% | +11.8% |
| 6M | +16.1% | +41.8% | -25.7% | +12.1% |
| YTD | +46.9% | +23.1% | +23.8% | +43.2% |
| 1Y | +53.3% | +28.5% | +24.7% | +48.5% |
| 3Y | +54.9% | -11.8% | +66.7% | +51.5% |
| 5Y | +225.7% | +5.3% | +220.4% | +196.9% |
| All | +225.7% | +3.9% | +221.8% | +196.9% |
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