+3.5%
UNH vs FXI
-6.0%
+9.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.7% | -1.9% |
| 7D | -1.7% | -2.8% | +1.1% | -1.5% |
| 30D | -3.8% | -5.3% | +1.5% | -3.5% |
| 3M | -4.3% | +0.3% | -4.6% | -4.3% |
| 6M | +38.6% | -4.6% | +43.2% | +39.0% |
| YTD | +20.7% | -9.1% | +29.8% | +21.4% |
| 1Y | +16.0% | -12.0% | +28.0% | +17.0% |
| 3Y | -13.5% | +38.6% | -52.1% | -14.4% |
| 5Y | +3.5% | -6.6% | +10.1% | +8.7% |
| All | +3.5% | -6.0% | +9.5% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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