+106.2%
UAL vs BNY
+416.3%
-310.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -1.4% | -1.3% | -0.1% | -0.2% |
| 30D | -12.2% | -0.2% | -12.1% | -12.0% |
| 3M | -2.5% | +14.9% | -17.4% | -14.7% |
| 6M | +21.1% | +40.0% | -18.9% | -11.2% |
| YTD | -1.8% | +42.0% | -43.8% | -29.0% |
| 1Y | +0.4% | +56.9% | -56.4% | -33.6% |
| 3Y | +130.3% | +289.9% | -159.6% | -31.8% |
| 5Y | +147.7% | +259.2% | -111.5% | -23.2% |
| All | +106.2% | +416.3% | -310.1% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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