+903.7%
UNH vs EFV
+256.4%
+647.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.4% |
| 7D | +1.1% | +1.0% | +0.2% | +0.5% |
| 30D | -1.5% | +0.2% | -1.7% | -1.7% |
| 3M | -0.8% | +9.6% | -10.5% | -6.9% |
| 6M | +41.8% | +14.0% | +27.8% | +29.2% |
| YTD | +23.1% | +18.5% | +4.6% | +8.7% |
| 1Y | +28.5% | +27.9% | +0.6% | +7.9% |
| 3Y | -11.8% | +92.4% | -104.2% | -45.0% |
| 5Y | +5.3% | +97.2% | -91.8% | -36.5% |
| 10Y | +247.4% | +163.0% | +84.4% | +69.9% |
| All | +903.7% | +256.4% | +647.4% | +251.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling