-16.3%
UNH vs EWJ
+73.0%
-89.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -2.6% |
| 7D | -4.5% | +0.3% | -4.8% | -4.6% |
| 30D | -6.5% | +0.8% | -7.3% | -6.6% |
| 3M | -6.0% | +7.5% | -13.5% | -7.0% |
| 6M | +33.7% | +15.6% | +18.1% | +30.5% |
| YTD | +16.4% | +22.7% | -6.3% | +12.6% |
| 1Y | +10.1% | +26.4% | -16.3% | +6.0% |
| 3Y | -16.3% | +72.5% | -88.8% | -20.0% |
| All | -16.3% | +73.0% | -89.3% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling