+124.3%
UMC vs BURL
+94.5%
+29.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | -8.3% | +5.9% | -14.1% | -9.1% |
| 30D | -34.5% | -8.3% | -26.2% | -33.5% |
| 3M | -20.0% | -31.6% | +11.7% | -14.7% |
| 6M | -0.7% | -16.6% | +15.9% | +1.3% |
| YTD | +94.7% | -12.1% | +106.8% | +96.1% |
| 1Y | +106.0% | -10.0% | +116.0% | +105.6% |
| 3Y | +124.3% | +94.3% | +30.0% | +106.6% |
| All | +124.3% | +94.5% | +29.8% | +106.6% |
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 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