+1,341.4%
UMC vs BURL
+254.9%
+1,086.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.9% | +6.0% | +6.7% |
| 7D | +0.1% | -0.8% | +0.9% | +0.4% |
| 30D | -28.7% | -4.4% | -24.3% | -28.0% |
| 3M | -15.1% | -28.6% | +13.5% | -9.2% |
| 6M | +5.0% | -12.3% | +17.3% | +6.7% |
| YTD | +108.2% | -11.3% | +119.5% | +110.3% |
| 1Y | +121.7% | -10.4% | +132.2% | +122.7% |
| 3Y | +139.8% | +96.1% | +43.7% | +97.4% |
| 5Y | +85.1% | -5.0% | +90.1% | +70.3% |
| 10Y | +1,341.4% | +251.8% | +1,089.6% | +1,008.6% |
| All | +1,341.4% | +254.9% | +1,086.4% | +1,008.6% |
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