+8.9%
BURL vs ZCMD
-100.0%
+108.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.9% |
| 7D | -0.8% | +1.4% | -2.2% | -0.8% |
| 30D | -4.4% | -29.9% | +25.4% | -4.2% |
| 3M | -28.6% | -54.9% | +26.3% | -28.3% |
| 6M | -12.3% | -99.7% | +87.4% | -10.1% |
| YTD | -11.3% | -99.9% | +88.6% | -8.7% |
| 1Y | -10.4% | -99.9% | +89.5% | -7.6% |
| 3Y | +96.1% | -100.0% | +196.1% | +106.2% |
| 5Y | -5.0% | -100.0% | +95.0% | +0.3% |
| All | +8.9% | -100.0% | +108.9% | +23.6% |
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