+99.1%
UAL vs BLDR
+359.8%
-260.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.1% | -0.5% |
| 7D | +3.5% | -0.3% | +3.8% | +3.6% |
| 30D | -16.5% | -16.2% | -0.2% | -9.3% |
| 3M | +2.8% | -14.4% | +17.2% | +9.7% |
| 6M | +17.6% | -32.8% | +50.4% | +40.5% |
| YTD | -3.2% | -39.2% | +36.0% | +20.4% |
| 1Y | +0.4% | -57.7% | +58.1% | +47.3% |
| 3Y | +128.2% | -55.3% | +183.4% | +202.7% |
| 5Y | +137.7% | +15.6% | +122.1% | +84.3% |
| 10Y | +99.1% | +359.8% | -260.7% | -20.7% |
| All | +99.1% | +359.8% | -260.7% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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