+228.4%
UNH vs EWT
+523.5%
-295.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -3.0% |
| 7D | -4.5% | -1.1% | -3.4% | -4.2% |
| 30D | -6.5% | +4.5% | -11.0% | -8.0% |
| 3M | -6.0% | +8.3% | -14.2% | -9.4% |
| 6M | +33.7% | +54.2% | -20.6% | +10.8% |
| YTD | +16.4% | +74.6% | -58.2% | -8.7% |
| 1Y | +10.1% | +84.9% | -74.8% | -15.9% |
| 3Y | -16.3% | +197.5% | -213.8% | -51.2% |
| 5Y | +2.1% | +150.6% | -148.5% | -34.6% |
| All | +228.4% | +523.5% | -295.2% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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