+251.3%
UAL vs BNS
+481.0%
-229.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.7% |
| 7D | +0.7% | +1.5% | -0.8% | -0.9% |
| 30D | -16.1% | +6.0% | -22.1% | -21.1% |
| 3M | +6.1% | +16.3% | -10.2% | -9.6% |
| 6M | +10.8% | +28.8% | -17.9% | -14.4% |
| YTD | -0.4% | +30.0% | -30.4% | -24.0% |
| 1Y | +5.0% | +50.7% | -45.7% | -31.1% |
| 3Y | +124.0% | +125.4% | -1.4% | -2.8% |
| 5Y | +141.0% | +94.2% | +46.7% | +20.4% |
| 10Y | +118.0% | +182.8% | -64.8% | -19.0% |
| All | +251.3% | +481.0% | -229.6% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling