+27.7%
ZBRA vs BURL
-4.6%
+32.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.7% | -6.8% | -0.4% |
| 7D | -13.6% | +10.4% | -24.0% | -15.1% |
| 30D | -11.5% | -4.9% | -6.6% | -10.7% |
| 3M | -9.9% | -29.8% | +19.9% | -4.6% |
| 6M | +48.6% | -16.5% | +65.0% | +52.9% |
| YTD | +36.9% | -10.5% | +47.5% | +41.1% |
| 1Y | +27.7% | -5.3% | +33.0% | +30.9% |
| All | +27.7% | -4.6% | +32.3% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling