+251.3%
UAL vs BTI
+653.1%
-401.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +3.2% |
| 7D | +0.7% | -1.4% | +2.1% | +1.5% |
| 30D | -16.1% | -6.6% | -9.5% | -12.6% |
| 3M | +6.1% | -3.0% | +9.1% | +7.1% |
| 6M | +10.8% | -6.7% | +17.5% | +13.7% |
| YTD | -0.4% | +0.6% | -1.0% | -3.2% |
| 1Y | +5.0% | +5.6% | -0.6% | -1.5% |
| 3Y | +124.0% | +110.3% | +13.7% | +28.2% |
| 5Y | +141.0% | +114.3% | +26.7% | +35.3% |
| 10Y | +118.0% | +67.7% | +50.4% | +36.5% |
| All | +251.3% | +653.1% | -401.7% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling