+255.6%
SBUX vs BURL
+987.9%
-732.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.5% |
| 7D | +0.6% | +3.5% | -2.9% | -0.2% |
| 30D | +10.5% | -9.3% | +19.7% | +13.1% |
| 3M | +0.7% | -32.1% | +32.8% | +10.4% |
| 6M | +2.3% | -19.8% | +22.1% | +7.0% |
| YTD | +28.4% | -13.2% | +41.5% | +31.2% |
| 1Y | +31.4% | -7.8% | +39.2% | +31.5% |
| 3Y | +11.5% | +89.3% | -77.8% | -10.7% |
| 5Y | +2.2% | -15.8% | +18.0% | -2.6% |
| 10Y | +149.7% | +262.2% | -112.5% | +62.1% |
| All | +255.6% | +987.9% | -732.4% | +99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling