+1,225.9%
UMC vs BURL
+247.8%
+978.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | -8.3% | +5.9% | -14.1% | -9.4% |
| 30D | -34.5% | -8.3% | -26.2% | -33.3% |
| 3M | -20.0% | -31.6% | +11.7% | -13.6% |
| 6M | -0.7% | -16.6% | +15.9% | +2.0% |
| YTD | +94.7% | -12.1% | +106.8% | +97.0% |
| 1Y | +106.0% | -10.0% | +116.0% | +106.6% |
| 3Y | +124.3% | +94.3% | +30.0% | +85.0% |
| 5Y | +78.0% | -13.2% | +91.2% | +66.3% |
| 10Y | +1,225.9% | +252.5% | +973.4% | +922.7% |
| All | +1,225.9% | +247.8% | +978.1% | +922.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling