+231.5%
ZETA vs BURL
-17.8%
+249.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.9% | -4.3% | -6.3% |
| 7D | -10.0% | +3.5% | -13.5% | -11.0% |
| 30D | -10.6% | -9.3% | -1.3% | -7.7% |
| 3M | +8.9% | -32.1% | +41.0% | +23.2% |
| 6M | +65.1% | -19.8% | +84.9% | +74.4% |
| YTD | +44.8% | -13.2% | +58.0% | +48.1% |
| 1Y | +47.8% | -7.8% | +55.6% | +46.6% |
| 3Y | +248.8% | +89.3% | +159.4% | +152.2% |
| 5Y | +220.3% | -15.8% | +236.1% | +160.6% |
| All | +231.5% | -17.8% | +249.3% | +150.6% |
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 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