+76.8%
UAL vs BAX
-36.0%
+112.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.7% | -5.2% |
| 7D | +0.7% | +0.4% | +0.3% | +0.7% |
| 30D | +7.8% | +3.4% | +4.4% | +6.3% |
| 3M | -11.1% | -4.5% | -6.6% | -9.9% |
| 6M | +16.1% | +44.0% | -27.9% | +1.0% |
| YTD | -0.5% | +34.9% | -35.4% | -12.3% |
| 1Y | +11.3% | +37.9% | -26.6% | -2.7% |
| 3Y | +192.8% | -17.1% | +209.9% | +198.0% |
| 5Y | +123.3% | -64.3% | +187.5% | +197.9% |
| All | +76.8% | -36.0% | +112.8% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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