+31.3%
BURL vs UMAC
+216.2%
-185.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | -0.8% | -2.9% | +2.1% | -0.8% |
| 30D | -4.4% | -35.6% | +31.2% | -3.9% |
| 3M | -28.6% | -51.3% | +22.7% | -28.0% |
| 6M | -12.3% | -17.5% | +5.2% | -12.9% |
| YTD | -11.3% | -0.7% | -10.6% | -12.8% |
| 1Y | -10.4% | +16.5% | -26.9% | -12.4% |
| All | +31.3% | +216.2% | -185.0% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling