+228.4%
UNH vs EFA
+146.6%
+81.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -3.0% |
| 7D | -4.5% | -1.5% | -3.0% | -3.6% |
| 30D | -6.5% | -1.7% | -4.9% | -5.5% |
| 3M | -6.0% | +3.5% | -9.5% | -8.3% |
| 6M | +33.7% | +9.5% | +24.2% | +24.7% |
| YTD | +16.4% | +12.9% | +3.5% | +5.8% |
| 1Y | +10.1% | +18.2% | -8.1% | -3.1% |
| 3Y | -16.3% | +64.8% | -81.1% | -43.6% |
| 5Y | +2.1% | +53.9% | -51.8% | -27.6% |
| All | +228.4% | +146.6% | +81.8% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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