-0.5%
UNH vs EFV
+95.9%
-96.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.4% | -2.7% |
| 7D | -4.5% | -0.8% | -3.7% | -4.3% |
| 30D | -6.5% | +0.6% | -7.2% | -6.7% |
| 3M | -6.0% | +7.5% | -13.5% | -8.2% |
| 6M | +33.7% | +13.0% | +20.6% | +28.0% |
| YTD | +16.4% | +18.3% | -1.9% | +9.3% |
| 1Y | +10.1% | +26.7% | -16.7% | +0.8% |
| 3Y | -16.3% | +89.6% | -105.9% | -34.6% |
| All | -0.5% | +95.9% | -96.4% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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