+100.2%
UAL vs BIL
+25.6%
+74.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.8% | +6.8% |
| 7D | +10.2% | +0.1% | +10.1% | +10.4% |
| 30D | +12.0% | 0.0% | +12.1% | +11.5% |
| 3M | -7.1% | +0.6% | -7.7% | -7.4% |
| 6M | +20.9% | +1.5% | +19.4% | +21.0% |
| YTD | +7.7% | +2.8% | +4.9% | +8.2% |
| 1Y | +23.6% | +3.3% | +20.2% | +24.4% |
| 3Y | +222.6% | +13.4% | +209.2% | +247.6% |
| 5Y | +127.9% | +19.8% | +108.1% | +151.3% |
| 10Y | +100.2% | +25.6% | +74.6% | +106.0% |
| All | +100.2% | +25.6% | +74.6% | +106.0% |
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