+6,524.7%
UNH vs EWJ
+153.3%
+6,371.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.5% |
| 7D | -1.7% | +1.0% | -2.7% | -2.1% |
| 30D | -3.8% | +1.0% | -4.8% | -4.3% |
| 3M | -4.3% | +7.2% | -11.5% | -7.5% |
| 6M | +38.6% | +13.9% | +24.7% | +29.9% |
| YTD | +20.7% | +20.8% | -0.1% | +9.8% |
| 1Y | +16.0% | +26.4% | -10.4% | +3.4% |
| 3Y | -13.5% | +71.8% | -85.2% | -34.1% |
| 5Y | +3.5% | +49.9% | -46.4% | -16.7% |
| 10Y | +245.3% | +140.0% | +105.4% | +126.5% |
| All | +6,524.7% | +153.3% | +6,371.4% | +3,745.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling