+98.0%
ZETA vs BURL
-15.0%
+113.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -1.2% |
| 7D | +18.1% | -1.6% | +19.7% | +18.4% |
| 30D | +13.6% | -7.7% | +21.3% | +14.7% |
| 3M | +23.7% | -31.7% | +55.4% | +30.6% |
| 6M | +128.5% | -15.2% | +143.7% | +127.8% |
| YTD | +80.1% | -15.9% | +96.0% | +82.7% |
| 1Y | +98.0% | -14.2% | +112.2% | +101.6% |
| All | +98.0% | -15.0% | +113.0% | +101.6% |
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