+127.9%
UAL vs BG
+25.1%
+102.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.1% | +4.7% | +6.3% |
| 7D | +10.2% | +7.4% | +2.8% | +8.6% |
| 30D | +12.0% | -1.5% | +13.5% | +12.2% |
| 3M | -7.1% | -6.1% | -1.0% | -6.6% |
| 6M | +20.9% | -18.0% | +38.9% | +25.1% |
| YTD | +7.7% | +15.6% | -8.0% | -0.9% |
| 1Y | +23.6% | +9.6% | +14.0% | +15.7% |
| 3Y | +222.6% | +6.3% | +216.3% | +197.6% |
| 5Y | +127.9% | +24.6% | +103.4% | +79.8% |
| All | +127.9% | +25.1% | +102.9% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling