+252.6%
ZETA vs BURL
-13.0%
+265.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -5.0% |
| 7D | +2.7% | -2.8% | +5.4% | +3.6% |
| 30D | +15.8% | -28.2% | +44.0% | +29.3% |
| 3M | +35.4% | -17.6% | +53.0% | +43.4% |
| 6M | +67.1% | -11.8% | +78.9% | +71.4% |
| YTD | +54.1% | -8.1% | +62.2% | +55.4% |
| 1Y | +67.8% | -12.0% | +79.8% | +70.0% |
| 3Y | +311.4% | +63.3% | +248.1% | +218.1% |
| 5Y | +324.8% | -10.8% | +335.6% | +235.4% |
| All | +252.6% | -13.0% | +265.6% | +162.9% |
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