+101.1%
UAL vs BN
+280.2%
-179.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +1.4% |
| 7D | +12.5% | +4.3% | +8.1% | +8.5% |
| 30D | +12.2% | +14.3% | -2.1% | -0.2% |
| 3M | -2.6% | -4.1% | +1.5% | +1.4% |
| 6M | +21.1% | -9.7% | +30.7% | +32.7% |
| YTD | +7.8% | -7.1% | +15.0% | +14.8% |
| 1Y | +25.4% | -7.4% | +32.8% | +33.7% |
| 3Y | +217.3% | +102.3% | +115.0% | +69.8% |
| 5Y | +132.9% | +35.9% | +96.9% | +73.2% |
| 10Y | +101.1% | +289.2% | -188.0% | -26.5% |
| All | +101.1% | +280.2% | -179.1% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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