+1,272.7%
UMC vs BURL
+232.1%
+1,040.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -1.5% |
| 7D | +11.2% | -1.6% | +12.8% | +11.6% |
| 30D | -28.0% | -7.7% | -20.3% | -26.8% |
| 3M | -20.5% | -31.7% | +11.1% | -14.2% |
| 6M | -1.6% | -15.2% | +13.6% | +0.8% |
| YTD | +99.4% | -15.9% | +115.3% | +103.7% |
| 1Y | +120.4% | -14.2% | +134.6% | +123.4% |
| 3Y | +134.2% | +93.5% | +40.7% | +93.3% |
| 5Y | +78.8% | -9.9% | +88.7% | +66.4% |
| All | +1,272.7% | +232.1% | +1,040.7% | +968.3% |
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