+128.2%
UAL vs BTG
+101.2%
+26.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | 0.0% | -2.4% |
| 7D | +3.5% | +4.8% | -1.4% | +2.7% |
| 30D | -16.5% | +8.3% | -24.8% | -17.5% |
| 3M | +2.8% | +32.3% | -29.5% | -2.2% |
| 6M | +17.6% | +3.0% | +14.6% | +15.3% |
| YTD | -3.2% | +21.9% | -25.1% | -7.3% |
| 1Y | +0.4% | +28.2% | -27.7% | -5.2% |
| 3Y | +128.2% | +99.9% | +28.3% | +99.0% |
| All | +128.2% | +101.2% | +26.9% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling