-11.8%
BURL vs UMAC
+69.4%
-81.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.7% | +2.5% |
| 7D | -2.8% | -0.9% | -1.9% | -2.8% |
| 30D | -28.2% | -7.7% | -20.5% | -28.0% |
| 3M | -17.6% | -26.4% | +8.8% | -17.8% |
| 6M | -11.8% | +61.9% | -73.6% | -9.6% |
| All | -11.8% | +69.4% | -81.1% | -9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling