+96.5%
UAL vs BND
+17.7%
+78.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +2.3% | -0.6% | +2.8% | +2.8% |
| 30D | +13.3% | +1.6% | +11.8% | +11.6% |
| 3M | -6.3% | -0.5% | -5.8% | -5.7% |
| 6M | +22.5% | -1.1% | +23.6% | +24.3% |
| YTD | +5.9% | -0.7% | +6.6% | +7.2% |
| 1Y | +24.7% | -0.7% | +25.3% | +26.3% |
| 3Y | +211.6% | +14.4% | +197.1% | +174.4% |
| 5Y | +130.6% | -1.1% | +131.6% | +141.4% |
| 10Y | +96.5% | +17.9% | +78.6% | +145.5% |
| All | +96.5% | +17.7% | +78.7% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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