-23.4%
BITO vs UAL
+22.8%
-46.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.0% | -5.1% | +1.1% |
| 7D | -1.9% | +11.9% | -13.9% | -4.4% |
| 30D | -6.7% | +5.2% | -12.0% | -8.0% |
| 3M | +23.1% | -12.7% | +35.8% | +26.3% |
| 6M | -2.0% | +28.5% | -30.6% | -10.1% |
| YTD | -11.4% | +3.5% | -14.9% | -13.9% |
| 1Y | -23.4% | +27.5% | -50.9% | -35.8% |
| All | -23.4% | +22.8% | -46.2% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling