-8.6%
Z vs BURL
+95.5%
-104.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.7% | +1.7% | +7.0% |
| 7D | +10.2% | +10.4% | -0.2% | +6.9% |
| 30D | +23.7% | -4.9% | +28.6% | +25.6% |
| 3M | -6.6% | -29.8% | +23.2% | +3.5% |
| 6M | -23.0% | -16.5% | -6.6% | -19.5% |
| YTD | -50.3% | -10.5% | -39.8% | -49.2% |
| 1Y | -53.6% | -5.3% | -48.3% | -53.8% |
| All | -8.6% | +95.5% | -104.2% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 3y: compounded portfolio wealth divided by compounded BURL 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…
3y analysis · Full analysis span regression · 6 months rolling