-0.5%
UNH vs EWJ
+50.5%
-51.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -2.9% |
| 7D | -4.5% | +0.3% | -4.8% | -4.6% |
| 30D | -6.5% | +0.8% | -7.3% | -6.7% |
| 3M | -6.0% | +7.5% | -13.5% | -7.8% |
| 6M | +33.7% | +15.6% | +18.1% | +28.4% |
| YTD | +16.4% | +22.7% | -6.3% | +9.8% |
| 1Y | +10.1% | +26.4% | -16.3% | +2.9% |
| 3Y | -16.3% | +72.5% | -88.8% | -29.5% |
| All | -0.5% | +50.5% | -51.1% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling