+10.8%
UAL vs BTI
-7.0%
+17.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.7% |
| 7D | +0.7% | -1.4% | +2.1% | +0.9% |
| 30D | -16.1% | -6.6% | -9.5% | -15.1% |
| 3M | +6.1% | -3.0% | +9.1% | +6.4% |
| 6M | +10.8% | -6.7% | +17.5% | +12.6% |
| All | +10.8% | -7.0% | +17.9% | +12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling