+228.4%
UNH vs VXUS
+151.1%
+77.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -3.0% |
| 7D | -4.5% | -1.4% | -3.1% | -3.7% |
| 30D | -6.5% | -0.5% | -6.1% | -6.3% |
| 3M | -6.0% | +2.6% | -8.6% | -7.9% |
| 6M | +33.7% | +10.9% | +22.8% | +23.3% |
| YTD | +16.4% | +16.1% | +0.2% | +3.5% |
| 1Y | +10.1% | +22.3% | -12.2% | -5.6% |
| 3Y | -16.3% | +72.0% | -88.3% | -45.3% |
| 5Y | +2.1% | +54.1% | -52.0% | -27.4% |
| All | +228.4% | +151.1% | +77.3% | +49.4% |
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