+112.3%
UAL vs BTI
+155.8%
-43.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.5% | +5.5% | +3.4% |
| 7D | +8.2% | -1.0% | +9.2% | +8.6% |
| 30D | +2.3% | +13.0% | -10.6% | -2.5% |
| 3M | -12.7% | +5.3% | -18.0% | -14.6% |
| 6M | +12.7% | +5.3% | +7.4% | +9.2% |
| YTD | +0.8% | +12.4% | -11.6% | -5.6% |
| 1Y | +17.8% | +18.9% | -1.2% | +7.1% |
| 3Y | +206.7% | +144.0% | +62.7% | +76.0% |
| All | +112.3% | +155.8% | -43.5% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling