+157.0%
UAL vs BROS
+3.9%
+153.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.4% | +2.6% |
| 7D | +8.2% | -21.2% | +29.4% | +13.6% |
| 30D | +2.3% | -11.6% | +13.9% | +4.5% |
| 3M | -12.7% | -36.7% | +24.0% | -3.9% |
| 6M | +12.7% | -42.8% | +55.5% | +25.7% |
| YTD | +0.8% | -44.8% | +45.7% | +12.8% |
| 1Y | +17.8% | -36.5% | +54.3% | +27.8% |
| 3Y | +206.7% | +27.0% | +179.7% | +179.6% |
| 5Y | +113.9% | -50.3% | +164.2% | +108.3% |
| All | +157.0% | +3.9% | +153.1% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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