+1,718.8%
UAL vs BTG
+332.2%
+1,386.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.7% |
| 7D | -3.0% | -9.1% | +6.0% | -2.7% |
| 30D | +10.5% | -1.6% | +12.1% | +10.5% |
| 3M | -13.5% | -2.8% | -10.7% | -13.4% |
| 6M | +14.2% | -7.6% | +21.8% | +14.3% |
| YTD | -2.2% | +10.2% | -12.5% | -2.8% |
| 1Y | +12.5% | +21.3% | -8.8% | +11.6% |
| 3Y | +186.8% | +82.7% | +104.1% | +180.5% |
| 5Y | +119.4% | +30.8% | +88.6% | +115.0% |
| 10Y | +81.4% | +163.7% | -82.3% | +77.1% |
| All | +1,718.8% | +332.2% | +1,386.6% | +1,451.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling