+31.0%
XLV vs UAL
+123.7%
-92.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -4.4% | -2.0% | -2.4% | -4.2% |
| 30D | -1.4% | -15.7% | +14.3% | 0.0% |
| 3M | +8.9% | +3.6% | +5.2% | +8.2% |
| 6M | +9.1% | +16.9% | -7.8% | +7.0% |
| YTD | +7.9% | -4.8% | +12.7% | +7.4% |
| 1Y | +22.7% | -0.9% | +23.7% | +21.5% |
| All | +31.0% | +123.7% | -92.7% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling