+60.8%
UAL vs BIYA
-99.9%
+160.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.4% | +5.4% | +6.8% |
| 7D | +10.2% | -7.8% | +18.0% | +10.2% |
| 30D | +12.0% | -38.5% | +50.5% | +12.1% |
| 3M | -7.1% | -59.5% | +52.4% | -6.9% |
| 6M | +20.9% | -89.2% | +110.1% | +20.4% |
| YTD | +7.7% | -97.1% | +104.7% | +9.2% |
| 1Y | +23.6% | -99.0% | +122.6% | +30.2% |
| All | +60.8% | -99.9% | +160.7% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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