+28.5%
BURL vs UMAC
+168.5%
-140.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -17.6% | +14.6% | -2.7% |
| 7D | +3.5% | -37.8% | +41.3% | +4.1% |
| 30D | -9.3% | -52.0% | +42.7% | -8.5% |
| 3M | -32.1% | -58.3% | +26.2% | -31.4% |
| 6M | -19.8% | -21.0% | +1.2% | -20.4% |
| YTD | -13.2% | -15.7% | +2.5% | -14.5% |
| 1Y | -7.8% | -9.8% | +2.0% | -9.5% |
| All | +28.5% | +168.5% | -140.0% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling