+67.8%
ZETA vs BURL
-9.5%
+77.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -4.4% |
| 7D | +2.7% | -2.8% | +5.4% | +3.0% |
| 30D | +15.8% | -28.2% | +44.0% | +21.5% |
| 3M | +35.4% | -17.6% | +53.0% | +38.5% |
| 6M | +67.1% | -11.8% | +78.9% | +68.4% |
| YTD | +54.1% | -8.1% | +62.2% | +54.7% |
| 1Y | +67.8% | -12.0% | +79.8% | +58.4% |
| All | +67.8% | -9.5% | +77.3% | +58.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling