+101.1%
UAL vs XRT
+147.6%
-46.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +12.5% | +4.1% | +8.4% | +8.3% |
| 30D | +12.2% | +9.9% | +2.3% | +2.2% |
| 3M | -2.6% | +2.3% | -4.8% | -4.7% |
| 6M | +21.1% | +9.6% | +11.5% | +11.0% |
| YTD | +7.8% | +9.1% | -1.3% | +0.3% |
| 1Y | +25.4% | +16.2% | +9.2% | +9.7% |
| 3Y | +217.3% | +60.1% | +157.3% | +109.1% |
| 5Y | +132.9% | -0.5% | +133.4% | +137.8% |
| 10Y | +101.1% | +145.1% | -44.0% | -25.0% |
| All | +101.1% | +147.6% | -46.4% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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