+250.9%
UAL vs BNS
+478.9%
-228.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -5.3% |
| 7D | +0.7% | +1.0% | -0.3% | -0.2% |
| 30D | +7.8% | +2.7% | +5.0% | +5.2% |
| 3M | -11.1% | +3.5% | -14.6% | -14.1% |
| 6M | +16.1% | +22.1% | -6.0% | -5.6% |
| YTD | -0.5% | +29.5% | -30.0% | -23.6% |
| 1Y | +11.3% | +40.7% | -29.4% | -21.4% |
| 3Y | +192.8% | +148.6% | +44.3% | +15.4% |
| 5Y | +123.3% | +79.6% | +43.6% | +21.5% |
| 10Y | +84.6% | +188.9% | -104.2% | -32.4% |
| All | +250.9% | +478.9% | -228.0% | -21.5% |
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