+156.9%
UAL vs BTSG
+493.4%
-336.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -3.0% | +6.0% | -9.1% | -5.0% |
| 30D | +10.5% | +12.4% | -1.9% | +5.7% |
| 3M | -13.5% | +18.2% | -31.7% | -19.2% |
| 6M | +14.2% | +26.0% | -11.8% | +2.7% |
| YTD | -2.2% | +90.1% | -92.4% | -25.5% |
| 1Y | +12.5% | +124.3% | -111.8% | -19.4% |
| All | +156.9% | +493.4% | -336.5% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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