+101.1%
UAL vs XYL
+113.6%
-12.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +2.0% |
| 7D | +12.5% | +0.6% | +11.9% | +12.1% |
| 30D | +12.2% | -5.7% | +17.9% | +15.0% |
| 3M | -2.6% | -19.8% | +17.2% | +13.0% |
| 6M | +21.1% | -14.2% | +35.3% | +32.6% |
| YTD | +7.8% | -28.1% | +35.9% | +35.5% |
| 1Y | +25.4% | -35.0% | +60.4% | +71.1% |
| 3Y | +217.3% | +2.1% | +215.3% | +198.5% |
| 5Y | +132.9% | -22.1% | +155.0% | +165.6% |
| 10Y | +101.1% | +107.0% | -5.8% | +29.2% |
| All | +101.1% | +113.6% | -12.5% | +29.2% |
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