+76.8%
UAL vs XYL
+100.1%
-23.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.1% | -4.9% | -5.1% |
| 7D | +0.7% | -6.0% | +6.7% | +5.6% |
| 30D | +7.8% | -8.3% | +16.1% | +12.9% |
| 3M | -11.1% | -22.6% | +11.5% | +6.1% |
| 6M | +16.1% | -15.0% | +31.1% | +28.1% |
| YTD | -0.5% | -30.2% | +29.7% | +28.0% |
| 1Y | +11.3% | -36.4% | +47.7% | +54.4% |
| 3Y | +192.8% | -0.9% | +193.7% | +182.0% |
| 5Y | +123.3% | -23.4% | +146.6% | +157.8% |
| All | +76.8% | +100.1% | -23.3% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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