+371.4%
ZBRA vs BURL
+247.8%
+123.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -1.2% |
| 7D | -2.5% | +5.9% | -8.3% | -4.4% |
| 30D | -17.0% | -8.3% | -8.7% | -14.8% |
| 3M | -15.0% | -31.6% | +16.6% | -4.4% |
| 6M | +42.2% | -16.6% | +58.8% | +48.7% |
| YTD | +32.4% | -12.1% | +44.4% | +35.4% |
| 1Y | +23.3% | -10.0% | +33.3% | +24.2% |
| 3Y | +55.9% | +94.3% | -38.4% | +18.9% |
| 5Y | -44.8% | -13.2% | -31.5% | -48.1% |
| 10Y | +371.4% | +252.5% | +118.9% | +215.8% |
| All | +371.4% | +247.8% | +123.5% | +215.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling