+249.0%
ZETA vs BURL
-19.1%
+268.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.6% | +6.9% | +5.8% |
| 7D | -0.4% | +4.1% | -4.5% | -1.8% |
| 30D | -8.0% | -9.5% | +1.4% | -5.1% |
| 3M | +21.4% | -33.5% | +54.9% | +38.3% |
| 6M | +80.1% | -22.1% | +102.2% | +92.2% |
| YTD | +52.5% | -14.6% | +67.1% | +56.7% |
| 1Y | +58.5% | -8.4% | +66.8% | +57.4% |
| 3Y | +281.7% | +86.6% | +195.1% | +177.3% |
| 5Y | +237.3% | -17.2% | +254.4% | +175.8% |
| All | +249.0% | -19.1% | +268.1% | +165.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling