+238.9%
XLF vs UAL
+242.1%
-3.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.4% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | +0.2% | -16.1% | +16.3% | +4.4% |
| 3M | +11.7% | +6.1% | +5.6% | +9.4% |
| 6M | +13.8% | +10.8% | +2.9% | +9.2% |
| YTD | +7.0% | -0.4% | +7.4% | +4.9% |
| 1Y | +9.1% | +5.0% | +4.1% | +5.1% |
| 3Y | +75.6% | +124.0% | -48.4% | +33.4% |
| 5Y | +66.4% | +141.0% | -74.5% | +19.1% |
| 10Y | +250.3% | +118.0% | +132.3% | +127.9% |
| All | +238.9% | +242.1% | -3.2% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling