+737.9%
BE vs UAL
+47.2%
+690.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -1.8% | +14.8% | +13.8% |
| 7D | +4.5% | +2.3% | +2.3% | +3.9% |
| 30D | -20.1% | +13.3% | -33.5% | -24.7% |
| 3M | -0.8% | -6.3% | +5.5% | +2.6% |
| 6M | -26.2% | +22.5% | -48.7% | -33.0% |
| YTD | +141.1% | +5.9% | +135.2% | +131.3% |
| 1Y | +64.8% | +24.7% | +40.2% | +46.4% |
| 3Y | +1,887.4% | +211.6% | +1,675.8% | +920.0% |
| 5Y | +518.1% | +130.6% | +387.5% | +256.2% |
| All | +737.9% | +47.2% | +690.7% | +506.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling