-65.4%
ZM vs BURL
-17.2%
-48.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.6% |
| 7D | -5.9% | +4.1% | -10.0% | -6.8% |
| 30D | -5.2% | -9.5% | +4.3% | -3.1% |
| 3M | -11.3% | -33.5% | +22.2% | -2.9% |
| 6M | -14.5% | -22.1% | +7.6% | -10.5% |
| YTD | +4.2% | -14.6% | +18.7% | +5.8% |
| 1Y | +9.3% | -8.4% | +17.7% | +7.9% |
| 3Y | +45.4% | +86.6% | -41.2% | +8.8% |
| All | -65.4% | -17.2% | -48.3% | -72.0% |
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