+678.4%
ZBRA vs BURL
+1,051.1%
-372.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.2% | +0.7% |
| 7D | +1.8% | -2.8% | +4.6% | +2.6% |
| 30D | -1.7% | -28.2% | +26.5% | +8.5% |
| 3M | +47.8% | -17.6% | +65.4% | +56.1% |
| 6M | +56.7% | -11.8% | +68.5% | +61.2% |
| YTD | +49.4% | -8.1% | +57.5% | +51.3% |
| 1Y | +16.5% | -12.0% | +28.5% | +18.5% |
| 3Y | +31.5% | +63.3% | -31.8% | +8.4% |
| 5Y | -38.6% | -10.8% | -27.8% | -42.4% |
| 10Y | +421.0% | +215.9% | +205.0% | +243.2% |
| All | +678.4% | +1,051.1% | -372.7% | +336.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling