+641.7%
BE vs UAL
+50.0%
+591.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | -13.4% | +12.5% | -25.8% | -18.0% |
| 30D | -33.9% | +12.2% | -46.1% | -37.2% |
| 3M | -12.0% | -2.6% | -9.4% | -10.5% |
| 6M | -29.0% | +21.1% | -50.0% | -35.1% |
| YTD | +113.4% | +7.8% | +105.6% | +103.2% |
| 1Y | +33.2% | +25.4% | +7.8% | +18.1% |
| 3Y | +1,659.2% | +217.3% | +1,441.9% | +796.0% |
| 5Y | +461.4% | +132.9% | +328.5% | +222.3% |
| All | +641.7% | +50.0% | +591.7% | +432.6% |
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