+152.8%
SBUX vs BURL
+254.9%
-102.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +0.2% | -0.8% | +1.0% | +0.4% |
| 30D | +19.1% | -4.4% | +23.5% | +20.4% |
| 3M | +3.6% | -28.6% | +32.2% | +12.5% |
| 6M | +5.1% | -12.3% | +17.4% | +7.5% |
| YTD | +32.9% | -11.3% | +44.1% | +35.1% |
| 1Y | +30.4% | -10.4% | +40.8% | +31.5% |
| 3Y | +13.0% | +96.1% | -83.1% | -11.6% |
| 5Y | +10.5% | -5.0% | +15.6% | +2.0% |
| 10Y | +152.8% | +251.8% | -99.0% | +71.8% |
| All | +152.8% | +254.9% | -102.1% | +71.8% |
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