+101.1%
UAL vs BIL
+25.7%
+75.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.2% |
| 7D | +12.5% | +0.1% | +12.4% | +12.6% |
| 30D | +12.2% | 0.0% | +12.2% | +11.7% |
| 3M | -2.6% | +0.6% | -3.2% | -2.9% |
| 6M | +21.1% | +1.5% | +19.5% | +21.2% |
| YTD | +7.8% | +2.8% | +5.0% | +8.4% |
| 1Y | +25.4% | +3.3% | +22.1% | +26.3% |
| 3Y | +217.3% | +13.4% | +203.9% | +242.1% |
| 5Y | +132.9% | +19.8% | +113.0% | +157.0% |
| 10Y | +101.1% | +25.7% | +75.5% | +107.4% |
| All | +101.1% | +25.7% | +75.5% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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