+100.0%
UAL vs BTG
+158.3%
-58.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.3% |
| 7D | -2.0% | -5.5% | +3.5% | -1.5% |
| 30D | -15.7% | +6.1% | -21.8% | -16.2% |
| 3M | +3.6% | +38.6% | -35.0% | +0.4% |
| 6M | +16.9% | +0.7% | +16.2% | +15.9% |
| YTD | -4.8% | +20.3% | -25.1% | -7.0% |
| 1Y | -0.9% | +25.0% | -26.0% | -3.8% |
| 3Y | +124.5% | +97.3% | +27.2% | +109.1% |
| 5Y | +140.2% | +78.3% | +61.8% | +123.5% |
| All | +100.0% | +158.3% | -58.3% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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