+137.7%
UAL vs BNS
+94.5%
+43.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -1.8% |
| 7D | +3.5% | +1.8% | +1.6% | +1.7% |
| 30D | -16.5% | +4.5% | -20.9% | -20.0% |
| 3M | +2.8% | +15.8% | -13.0% | -11.0% |
| 6M | +17.6% | +31.5% | -13.9% | -9.4% |
| YTD | -3.2% | +28.6% | -31.8% | -23.9% |
| 1Y | +0.4% | +48.2% | -47.8% | -30.8% |
| 3Y | +128.2% | +130.8% | -2.6% | +5.3% |
| 5Y | +137.7% | +94.9% | +42.8% | +39.6% |
| All | +137.7% | +94.5% | +43.3% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 5y: compounded portfolio wealth divided by compounded BNS 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…
5y analysis · Full analysis span regression · 6 months rolling