+108.2%
UMC vs BURL
+86.7%
+21.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.8% |
| 7D | -17.0% | +4.1% | -21.0% | -17.5% |
| 30D | -40.6% | -9.5% | -31.1% | -39.5% |
| 3M | -27.9% | -33.5% | +5.7% | -22.7% |
| 6M | -7.5% | -22.1% | +14.6% | -4.3% |
| YTD | +79.3% | -14.6% | +93.9% | +81.5% |
| 1Y | +92.8% | -8.4% | +101.2% | +91.4% |
| 3Y | +108.2% | +86.6% | +21.6% | +92.4% |
| All | +108.2% | +86.7% | +21.4% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling