-46.0%
ZBRA vs BURL
-17.2%
-28.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | -10.9% | +4.1% | -14.9% | -12.2% |
| 30D | -16.6% | -9.5% | -7.1% | -14.0% |
| 3M | -11.6% | -33.5% | +21.9% | +0.8% |
| 6M | +40.2% | -22.1% | +62.2% | +50.3% |
| YTD | +32.6% | -14.6% | +47.2% | +37.0% |
| 1Y | +24.7% | -8.4% | +33.1% | +24.5% |
| 3Y | +56.3% | +86.6% | -30.3% | +19.8% |
| All | -46.0% | -17.2% | -28.9% | -49.5% |
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