+161.8%
UAL vs BTSG
+406.1%
-244.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.9% |
| 7D | +0.7% | +2.7% | -2.0% | -0.3% |
| 30D | -16.1% | -3.6% | -12.5% | -15.3% |
| 3M | +6.1% | +5.8% | +0.3% | +2.3% |
| 6M | +10.8% | +44.7% | -33.9% | -5.8% |
| YTD | -0.4% | +62.2% | -62.6% | -19.2% |
| 1Y | +5.0% | +152.1% | -147.1% | -28.1% |
| All | +161.8% | +406.1% | -244.3% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling