+206.7%
UAL vs BLDR
-50.4%
+257.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.5% | +6.6% | +4.0% |
| 7D | +8.2% | -3.7% | +11.8% | +9.9% |
| 30D | +2.3% | +16.8% | -14.5% | -5.2% |
| 3M | -12.7% | -13.7% | +1.1% | -7.6% |
| 6M | +12.7% | -21.9% | +34.5% | +23.8% |
| YTD | +0.8% | -39.2% | +40.0% | +22.0% |
| 1Y | +17.8% | -42.6% | +60.4% | +45.6% |
| 3Y | +206.7% | -50.2% | +256.9% | +290.6% |
| All | +206.7% | -50.4% | +257.1% | +290.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling