+140.2%
UAL vs BG
+88.4%
+51.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -2.0% | +3.7% | -5.7% | -2.9% |
| 30D | -15.7% | +12.3% | -28.0% | -18.1% |
| 3M | +3.6% | -2.2% | +5.8% | +3.8% |
| 6M | +16.9% | +5.3% | +11.6% | +13.9% |
| YTD | -4.8% | +42.4% | -47.2% | -15.8% |
| 1Y | -0.9% | +55.2% | -56.1% | -15.2% |
| 3Y | +124.5% | +21.0% | +103.5% | +103.3% |
| 5Y | +140.2% | +87.1% | +53.0% | +88.7% |
| All | +140.2% | +88.4% | +51.8% | +88.7% |
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