+4.6%
UNH vs EWT
+144.9%
-140.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.0% |
| 7D | -3.2% | -1.1% | -2.1% | -3.1% |
| 30D | -3.5% | +4.8% | -8.2% | -3.9% |
| 3M | -4.2% | +11.1% | -15.3% | -5.7% |
| 6M | +38.3% | +54.6% | -16.3% | +29.1% |
| YTD | +19.2% | +71.4% | -52.2% | +9.5% |
| 1Y | +15.0% | +82.1% | -67.1% | +4.6% |
| 3Y | -14.5% | +193.2% | -207.8% | -30.7% |
| 5Y | +4.6% | +146.1% | -141.5% | -7.3% |
| All | +4.6% | +144.9% | -140.3% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling