+130.6%
UAL vs BTG
+33.0%
+97.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.4% |
| 7D | +2.3% | +1.4% | +0.9% | +2.0% |
| 30D | +13.3% | -1.1% | +14.5% | +13.3% |
| 3M | -6.3% | +2.5% | -8.8% | -6.9% |
| 6M | +22.5% | -3.1% | +25.6% | +21.9% |
| YTD | +5.9% | +16.3% | -10.4% | +1.7% |
| 1Y | +24.7% | +27.6% | -2.9% | +18.1% |
| 3Y | +211.6% | +89.5% | +122.0% | +170.8% |
| 5Y | +130.6% | +33.6% | +97.0% | +146.9% |
| All | +130.6% | +33.0% | +97.6% | +146.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling