+131.3%
SBUX vs BURL
+215.5%
-84.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -2.0% |
| 7D | -3.1% | -2.8% | -0.3% | -2.5% |
| 30D | -0.9% | -28.2% | +27.3% | +7.8% |
| 3M | +11.6% | -17.6% | +29.2% | +16.8% |
| 6M | +8.8% | -11.8% | +20.6% | +11.2% |
| YTD | +26.3% | -8.1% | +34.5% | +27.6% |
| 1Y | +23.1% | -12.0% | +35.1% | +24.8% |
| 3Y | +15.0% | +63.3% | -48.3% | -5.2% |
| 5Y | +0.4% | -10.8% | +11.2% | -5.4% |
| All | +131.3% | +215.5% | -84.1% | +55.7% |
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