+325.6%
ZETA vs BURL
+94.5%
+231.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.3% | +9.4% | +8.5% |
| 7D | +13.2% | +5.9% | +7.4% | +11.6% |
| 30D | +6.0% | -8.3% | +14.3% | +8.2% |
| 3M | +27.3% | -31.6% | +59.0% | +40.1% |
| 6M | +104.6% | -16.6% | +121.2% | +110.9% |
| YTD | +72.3% | -12.1% | +84.4% | +74.5% |
| 1Y | +76.3% | -10.0% | +86.3% | +76.3% |
| 3Y | +325.6% | +94.3% | +231.3% | +274.2% |
| All | +325.6% | +94.5% | +231.1% | +274.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling