-8.8%
BURL vs ZYBT
-59.7%
+50.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +0.9% |
| 7D | -0.8% | +10.9% | -11.8% | -0.8% |
| 30D | -4.4% | -10.1% | +5.6% | -4.4% |
| 3M | -28.6% | -5.6% | -23.0% | -28.6% |
| 6M | -12.3% | +52.5% | -64.7% | -13.9% |
| YTD | -11.3% | +32.2% | -43.4% | -13.1% |
| 1Y | -10.4% | -28.3% | +17.9% | -11.7% |
| All | -8.8% | -59.7% | +50.8% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling