+7.8%
STZ vs BURL
+269.3%
-261.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +7.7% | -2.4% | +3.9% |
| 7D | +13.0% | +10.4% | +2.6% | +10.9% |
| 30D | +29.4% | -4.9% | +34.4% | +30.5% |
| 3M | +11.6% | -29.8% | +41.3% | +18.6% |
| 6M | -0.2% | -16.5% | +16.2% | +2.4% |
| YTD | +8.6% | -10.5% | +19.1% | +9.6% |
| 1Y | +15.9% | -5.3% | +21.2% | +15.4% |
| 3Y | -35.4% | +95.1% | -130.5% | -45.8% |
| 5Y | -26.9% | -12.1% | -14.8% | -30.0% |
| 10Y | +7.8% | +273.2% | -265.4% | -18.5% |
| All | +7.8% | +269.3% | -261.6% | -18.5% |
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