+421.5%
ZBRA vs BURL
+188.6%
+232.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.4% | +4.2% | -0.1% |
| 7D | -1.8% | -7.0% | +5.2% | +0.6% |
| 30D | -8.8% | -35.6% | +26.8% | +5.1% |
| 3M | +47.2% | -26.3% | +73.5% | +62.0% |
| 6M | +61.3% | -20.7% | +82.0% | +72.2% |
| YTD | +42.0% | -17.2% | +59.2% | +48.8% |
| 1Y | +10.5% | -15.0% | +25.5% | +13.7% |
| 3Y | +34.5% | +53.2% | -18.7% | +11.2% |
| 5Y | -40.3% | -18.7% | -21.6% | -42.5% |
| 10Y | +421.5% | +192.1% | +229.4% | +255.1% |
| All | +421.5% | +188.6% | +232.9% | +255.1% |
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