-18.4%
Z vs BURL
+89.8%
-108.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -2.9% | -7.7% | -9.7% |
| 7D | -2.3% | +3.5% | -5.7% | -3.1% |
| 30D | +9.4% | -9.3% | +18.6% | +12.8% |
| 3M | -16.1% | -32.1% | +16.0% | -5.9% |
| 6M | -30.4% | -19.8% | -10.6% | -26.2% |
| YTD | -55.6% | -13.2% | -42.4% | -54.1% |
| 1Y | -58.5% | -7.8% | -50.7% | -58.3% |
| All | -18.4% | +89.8% | -108.2% | -28.2% |
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