+57.6%
ZM vs BURL
+53.7%
+3.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | +10.0% | +0.4% | +9.6% | +9.9% |
| 30D | -0.5% | -4.3% | +3.9% | -0.1% |
| 3M | -7.1% | -28.8% | +21.7% | -3.9% |
| 6M | -5.1% | -12.8% | +7.7% | -4.2% |
| YTD | +13.2% | -12.8% | +26.0% | +14.0% |
| 1Y | +15.3% | -12.3% | +27.6% | +15.6% |
| 3Y | +57.4% | +92.7% | -35.3% | +42.7% |
| 5Y | -61.7% | -6.5% | -55.1% | -66.0% |
| All | +57.6% | +53.7% | +3.9% | +45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling