+45.4%
ZM vs BURL
+86.7%
-41.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.3% |
| 7D | -5.9% | +4.1% | -10.0% | -6.2% |
| 30D | -5.2% | -9.5% | +4.3% | -4.3% |
| 3M | -11.3% | -33.5% | +22.2% | -8.2% |
| 6M | -14.5% | -22.1% | +7.6% | -13.0% |
| YTD | +4.2% | -14.6% | +18.7% | +4.8% |
| 1Y | +9.3% | -8.4% | +17.7% | +8.5% |
| 3Y | +45.4% | +86.6% | -41.2% | +39.3% |
| All | +45.4% | +86.7% | -41.4% | +39.3% |
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 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