+1,311.1%
UNH vs FXI
+221.5%
+1,089.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.5% | -1.4% |
| 7D | +1.1% | +1.0% | 0.0% | +0.7% |
| 30D | -3.8% | -0.6% | -3.2% | -3.6% |
| 3M | +0.7% | +1.9% | -1.2% | -0.1% |
| 6M | +37.9% | -0.2% | +38.0% | +37.4% |
| YTD | +21.9% | -5.6% | +27.5% | +23.5% |
| 1Y | +31.4% | -4.7% | +36.0% | +32.6% |
| 3Y | -11.4% | +38.0% | -49.4% | -23.3% |
| 5Y | +2.5% | -2.7% | +5.2% | -4.5% |
| 10Y | +242.9% | +19.9% | +223.0% | +188.9% |
| All | +1,311.1% | +221.5% | +1,089.6% | +767.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling