+981.5%
UNH vs VWO
+320.5%
+661.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.7% |
| 7D | -4.5% | -1.8% | -2.8% | -3.7% |
| 30D | -6.5% | -0.1% | -6.4% | -6.5% |
| 3M | -6.0% | +2.2% | -8.2% | -7.3% |
| 6M | +33.7% | +8.8% | +24.9% | +27.2% |
| YTD | +16.4% | +12.4% | +4.0% | +8.7% |
| 1Y | +10.1% | +15.6% | -5.5% | +1.3% |
| 3Y | -16.3% | +62.5% | -78.8% | -36.3% |
| 5Y | +2.1% | +34.3% | -32.2% | -15.5% |
| 10Y | +233.1% | +114.8% | +118.3% | +112.9% |
| All | +981.5% | +320.5% | +661.0% | +345.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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