+99.1%
UAL vs XYL
+141.5%
-42.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.0% | -5.8% | -5.2% |
| 7D | +3.5% | +1.8% | +1.7% | +1.8% |
| 30D | -16.5% | -9.2% | -7.2% | -10.0% |
| 3M | +2.8% | -0.3% | +3.0% | +2.3% |
| 6M | +17.6% | -11.0% | +28.5% | +28.1% |
| YTD | -3.2% | -19.2% | +16.0% | +13.6% |
| 1Y | +0.4% | -21.2% | +21.6% | +20.3% |
| 3Y | +128.2% | +18.6% | +109.6% | +95.7% |
| 5Y | +137.7% | -14.3% | +152.1% | +156.2% |
| 10Y | +99.1% | +141.0% | -41.9% | +13.6% |
| All | +99.1% | +141.5% | -42.4% | +13.6% |
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