-5.3%
BURL vs UMAC
+2.9%
-8.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -10.9% | +18.6% | +7.6% |
| 7D | +10.4% | -26.0% | +36.5% | +10.1% |
| 30D | -4.9% | -40.3% | +35.4% | -5.4% |
| 3M | -29.8% | -51.1% | +21.4% | -30.1% |
| 6M | -16.5% | -5.6% | -10.8% | -16.8% |
| YTD | -10.5% | +2.3% | -12.8% | -13.1% |
| 1Y | -5.3% | +7.9% | -13.2% | -8.6% |
| All | -5.3% | +2.9% | -8.2% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling