+65.5%
XLF vs UAL
+131.8%
-66.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.8% |
| 7D | +0.2% | +3.5% | -3.3% | -0.6% |
| 30D | -0.5% | -16.5% | +15.9% | +3.2% |
| 3M | +10.6% | +2.8% | +7.9% | +9.3% |
| 6M | +14.3% | +17.6% | -3.3% | +8.7% |
| YTD | +5.5% | -3.2% | +8.7% | +4.4% |
| 1Y | +9.6% | +0.4% | +9.1% | +7.0% |
| 3Y | +75.2% | +128.2% | -53.0% | +34.9% |
| 5Y | +65.5% | +137.7% | -72.2% | +19.7% |
| All | +65.5% | +131.8% | -66.2% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 5y: compounded portfolio wealth divided by compounded UAL 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…
5y analysis · Full analysis span regression · 6 months rolling