+127.9%
UAL vs BIL
+19.8%
+108.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.8% | +6.9% |
| 7D | +10.2% | +0.1% | +10.1% | +10.7% |
| 30D | +12.0% | 0.0% | +12.1% | +11.2% |
| 3M | -7.1% | +0.6% | -7.7% | -5.6% |
| 6M | +20.9% | +1.5% | +19.4% | +27.9% |
| YTD | +7.7% | +2.8% | +4.9% | +19.7% |
| 1Y | +23.6% | +3.3% | +20.2% | +40.7% |
| 3Y | +222.6% | +13.4% | +209.2% | +476.7% |
| 5Y | +127.9% | +19.8% | +108.1% | +531.8% |
| All | +127.9% | +19.8% | +108.1% | +531.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling