+228.4%
UNH vs EWJ
+144.4%
+83.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -3.5% |
| 7D | -4.5% | +0.3% | -4.8% | -4.7% |
| 30D | -6.5% | +0.8% | -7.3% | -7.0% |
| 3M | -6.0% | +7.5% | -13.5% | -9.9% |
| 6M | +33.7% | +15.6% | +18.1% | +22.4% |
| YTD | +16.4% | +22.7% | -6.3% | +2.5% |
| 1Y | +10.1% | +26.4% | -16.3% | -4.8% |
| 3Y | -16.3% | +72.5% | -88.8% | -42.3% |
| 5Y | +2.1% | +52.4% | -50.3% | -22.4% |
| All | +228.4% | +144.4% | +83.9% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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