+73.7%
UAL vs XLRE
+112.9%
-39.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.8% |
| 7D | -3.0% | +0.8% | -3.9% | -3.8% |
| 30D | +10.5% | +6.9% | +3.5% | +3.5% |
| 3M | -13.5% | -0.8% | -12.7% | -12.6% |
| 6M | +14.2% | +2.1% | +12.1% | +11.8% |
| YTD | -2.2% | +12.6% | -14.9% | -13.0% |
| 1Y | +12.5% | +12.5% | 0.0% | +0.1% |
| 3Y | +186.8% | +44.2% | +142.6% | +97.6% |
| 5Y | +119.4% | +9.1% | +110.2% | +100.3% |
| All | +73.7% | +112.9% | -39.3% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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