+255.6%
UAL vs BTI
+741.6%
-486.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.5% | +5.5% | +4.2% |
| 7D | +8.2% | -1.0% | +9.2% | +8.9% |
| 30D | +2.3% | +13.0% | -10.6% | -5.4% |
| 3M | -12.7% | +5.3% | -18.0% | -16.0% |
| 6M | +12.7% | +5.3% | +7.4% | +6.9% |
| YTD | +0.8% | +12.4% | -11.6% | -9.0% |
| 1Y | +17.8% | +18.9% | -1.2% | +2.3% |
| 3Y | +206.7% | +144.0% | +62.7% | +58.9% |
| 5Y | +113.9% | +156.3% | -42.4% | +6.8% |
| 10Y | +97.0% | +115.3% | -18.3% | +3.2% |
| All | +255.6% | +741.6% | -486.0% | -40.1% |
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