+122.5%
UMC vs BURL
-11.0%
+133.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +4.0% |
| 7D | +5.0% | -2.8% | +7.7% | +5.6% |
| 30D | +7.7% | -28.2% | +35.8% | +16.0% |
| 3M | +1.7% | -17.6% | +19.3% | +5.8% |
| 6M | +113.9% | -11.8% | +125.7% | +117.6% |
| YTD | +168.9% | -8.1% | +177.0% | +170.0% |
| 1Y | +207.2% | -12.0% | +219.2% | +209.8% |
| 3Y | +227.7% | +63.3% | +164.4% | +173.5% |
| All | +122.5% | -11.0% | +133.5% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling