+216.1%
UNH vs VXUS
+146.4%
+69.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +3.4% | +2.1% | +1.3% | +1.9% |
| 30D | +3.0% | -1.1% | +4.1% | +3.7% |
| 3M | +2.7% | -5.6% | +8.4% | +6.4% |
| 6M | +2.8% | -2.3% | +5.0% | +3.4% |
| YTD | +25.9% | +10.4% | +15.5% | +15.5% |
| 1Y | +25.8% | +13.1% | +12.7% | +13.4% |
| 3Y | -20.0% | +68.0% | -88.0% | -47.1% |
| 5Y | -2.8% | +45.8% | -48.6% | -28.3% |
| All | +216.1% | +146.4% | +69.7% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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