-9.1%
BURL vs ZYBT
-58.1%
+48.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.9% | -3.7% |
| 7D | -2.6% | -4.2% | +1.7% | -2.6% |
| 30D | -30.8% | -16.4% | -14.4% | -30.7% |
| 3M | -18.7% | +82.9% | -101.5% | -20.3% |
| 6M | -16.4% | +110.7% | -127.1% | -18.6% |
| YTD | -11.6% | +37.4% | -49.0% | -13.4% |
| 1Y | -12.0% | -80.6% | +68.6% | -11.6% |
| All | -9.1% | -58.1% | +48.9% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling