+648.7%
XLV vs UAL
+232.4%
+416.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -2.3% |
| 7D | -2.6% | +3.5% | -6.1% | -3.0% |
| 30D | +0.9% | -16.5% | +17.3% | +2.5% |
| 3M | +10.0% | +2.8% | +7.2% | +9.4% |
| 6M | +10.4% | +17.6% | -7.2% | +8.1% |
| YTD | +8.9% | -3.2% | +12.1% | +8.3% |
| 1Y | +23.4% | +0.4% | +22.9% | +22.0% |
| 3Y | +33.1% | +128.2% | -95.1% | +19.2% |
| 5Y | +33.3% | +137.7% | -104.5% | +16.7% |
| 10Y | +170.8% | +99.1% | +71.7% | +127.3% |
| All | +648.7% | +232.4% | +416.3% | +407.4% |
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