+257.5%
ZETA vs BURL
-15.3%
+272.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.1% | 0.0% |
| 7D | -5.0% | +10.4% | -15.4% | -8.2% |
| 30D | -3.3% | -4.9% | +1.6% | -1.9% |
| 3M | +31.0% | -29.8% | +60.8% | +46.5% |
| 6M | +72.2% | -16.5% | +88.6% | +79.2% |
| YTD | +56.2% | -10.5% | +66.7% | +58.0% |
| 1Y | +90.3% | -5.3% | +95.6% | +86.9% |
| 3Y | +276.1% | +95.1% | +181.0% | +169.1% |
| 5Y | +254.7% | -12.1% | +266.8% | +186.3% |
| All | +257.5% | -15.3% | +272.7% | +167.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling