-66.2%
ZM vs BURL
-11.0%
-55.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.6% | +0.6% | +2.6% |
| 7D | +2.9% | -2.8% | +5.7% | +3.6% |
| 30D | +0.7% | -28.2% | +28.8% | +8.5% |
| 3M | -3.7% | -17.6% | +13.9% | +0.3% |
| 6M | +29.9% | -11.8% | +41.7% | +32.1% |
| YTD | +17.4% | -8.1% | +25.6% | +17.7% |
| 1Y | +22.4% | -12.0% | +34.3% | +22.7% |
| 3Y | +41.3% | +63.3% | -22.0% | +12.4% |
| All | -66.2% | -11.0% | -55.3% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling