+104.2%
UAL vs BTI
+68.1%
+36.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.3% |
| 7D | -1.1% | -2.4% | +1.3% | 0.0% |
| 30D | -13.4% | -4.8% | -8.7% | -11.5% |
| 3M | -2.3% | -8.1% | +5.8% | +1.1% |
| 6M | +13.3% | -4.2% | +17.5% | +14.0% |
| YTD | -4.2% | -1.3% | -2.9% | -5.4% |
| 1Y | +1.4% | +2.1% | -0.7% | -1.8% |
| 3Y | +125.8% | +108.9% | +16.9% | +44.8% |
| 5Y | +130.0% | +114.5% | +15.5% | +46.0% |
| 10Y | +104.2% | +72.2% | +32.0% | +37.5% |
| All | +104.2% | +68.1% | +36.1% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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