+9.3%
BURL vs ZCMD
-100.0%
+109.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.7% | +4.2% |
| 7D | +7.7% | +9.1% | -1.3% | +7.6% |
| 30D | -7.1% | -37.1% | +30.0% | -6.9% |
| 3M | -30.3% | -53.7% | +23.4% | -30.1% |
| 6M | -15.5% | -99.7% | +84.1% | -13.4% |
| YTD | -11.0% | -99.9% | +88.9% | -8.4% |
| 1Y | -8.4% | -99.9% | +91.5% | -5.5% |
| 3Y | +96.7% | -100.0% | +196.7% | +106.8% |
| 5Y | -14.1% | -100.0% | +85.9% | -9.3% |
| All | +9.3% | -100.0% | +109.3% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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