+5,144.5%
UNH vs EWT
+590.1%
+4,554.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +1.1% | +1.6% | -0.5% | +0.6% |
| 30D | -1.5% | +8.2% | -9.7% | -4.0% |
| 3M | -0.8% | +11.1% | -11.9% | -4.8% |
| 6M | +41.8% | +60.4% | -18.6% | +20.5% |
| YTD | +23.1% | +75.6% | -52.5% | +1.4% |
| 1Y | +28.5% | +91.3% | -62.8% | +2.9% |
| 3Y | -11.8% | +200.3% | -212.0% | -40.4% |
| 5Y | +5.3% | +156.4% | -151.0% | -25.7% |
| 10Y | +247.4% | +495.8% | -248.3% | +86.4% |
| All | +5,144.5% | +590.1% | +4,554.4% | +2,221.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling