-37.6%
ZBRA vs BURL
-11.0%
-26.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.2% | +0.6% |
| 7D | +1.8% | -2.8% | +4.6% | +2.7% |
| 30D | -1.7% | -28.2% | +26.5% | +9.7% |
| 3M | +47.8% | -17.6% | +65.4% | +57.0% |
| 6M | +56.7% | -11.8% | +68.5% | +61.6% |
| YTD | +49.4% | -8.1% | +57.5% | +51.3% |
| 1Y | +16.5% | -12.0% | +28.5% | +18.6% |
| 3Y | +31.5% | +63.3% | -31.8% | +5.5% |
| All | -37.6% | -11.0% | -26.6% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling