+228.4%
UNH vs EWZ
+94.8%
+133.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | -4.5% | +0.9% | -5.4% | -4.7% |
| 30D | -6.5% | +12.8% | -19.3% | -9.2% |
| 3M | -6.0% | +10.8% | -16.7% | -8.4% |
| 6M | +33.7% | +2.5% | +31.1% | +32.2% |
| YTD | +16.4% | +21.4% | -5.0% | +10.1% |
| 1Y | +10.1% | +32.8% | -22.7% | +1.7% |
| 3Y | -16.3% | +45.2% | -61.5% | -25.6% |
| 5Y | +2.1% | +63.0% | -60.9% | -14.4% |
| All | +228.4% | +94.8% | +133.6% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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