+939.6%
UNH vs VEA
+169.3%
+770.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.2% |
| 7D | +1.1% | +1.9% | -0.7% | -0.2% |
| 30D | -1.5% | +0.8% | -2.3% | -2.1% |
| 3M | -0.8% | +5.7% | -6.5% | -5.1% |
| 6M | +41.8% | +13.3% | +28.5% | +28.1% |
| YTD | +23.1% | +18.4% | +4.7% | +7.2% |
| 1Y | +28.5% | +27.0% | +1.6% | +6.5% |
| 3Y | -11.8% | +79.3% | -91.0% | -44.5% |
| 5Y | +5.3% | +62.1% | -56.8% | -29.7% |
| 10Y | +247.4% | +160.3% | +87.2% | +61.2% |
| All | +939.6% | +169.3% | +770.3% | +276.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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