+280.3%
UAL vs BNS
+478.7%
-198.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.9% |
| 7D | +12.5% | -1.1% | +13.6% | +14.0% |
| 30D | +12.2% | +4.7% | +7.5% | +7.3% |
| 3M | -2.6% | +5.5% | -8.1% | -7.8% |
| 6M | +21.1% | +21.7% | -0.6% | -1.2% |
| YTD | +7.8% | +29.5% | -21.6% | -17.2% |
| 1Y | +25.4% | +41.9% | -16.5% | -12.2% |
| 3Y | +217.3% | +148.5% | +68.8% | +25.1% |
| 5Y | +132.9% | +80.3% | +52.6% | +26.2% |
| 10Y | +101.1% | +184.7% | -83.6% | -25.4% |
| All | +280.3% | +478.7% | -198.4% | -14.9% |
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