+63.0%
ZETA vs BURL
-9.4%
+72.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.2% | +0.3% | +3.9% |
| 7D | +6.2% | +7.7% | -1.5% | +5.3% |
| 30D | -2.0% | -7.1% | +5.1% | -1.2% |
| 3M | +21.7% | -30.3% | +52.0% | +28.8% |
| 6M | +89.1% | -15.5% | +104.7% | +90.1% |
| YTD | +59.3% | -11.0% | +70.3% | +60.0% |
| All | +63.0% | -9.4% | +72.4% | +63.8% |
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