-44.0%
ZBRA vs BURL
-9.5%
-34.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | -1.5% | -0.8% | -0.7% | -1.2% |
| 30D | -15.6% | -4.4% | -11.2% | -14.5% |
| 3M | -14.5% | -28.6% | +14.1% | -4.8% |
| 6M | +50.9% | -12.3% | +63.2% | +55.2% |
| YTD | +34.8% | -11.3% | +46.1% | +37.5% |
| 1Y | +28.3% | -10.4% | +38.8% | +29.4% |
| 3Y | +58.8% | +96.1% | -37.3% | +19.3% |
| 5Y | -44.0% | -5.0% | -39.0% | -48.1% |
| All | -44.0% | -9.5% | -34.5% | -48.1% |
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 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