-14.9%
BURL vs ZYBT
-58.4%
+43.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.7% | -6.4% |
| 7D | -7.0% | -3.7% | -3.3% | -7.0% |
| 30D | -35.6% | -12.8% | -22.8% | -35.6% |
| 3M | -26.3% | +76.2% | -102.5% | -27.7% |
| 6M | -20.7% | +109.3% | -130.0% | -22.7% |
| YTD | -17.2% | +36.5% | -53.7% | -18.9% |
| 1Y | -15.0% | -84.0% | +69.0% | -14.3% |
| All | -14.9% | -58.4% | +43.4% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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