-66.4%
ZM vs BURL
-15.9%
-50.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.3% | -2.6% |
| 7D | -9.1% | +3.5% | -12.5% | -9.8% |
| 30D | -5.7% | -9.3% | +3.6% | -3.7% |
| 3M | -11.7% | -32.1% | +20.4% | -3.9% |
| 6M | -18.6% | -19.8% | +1.2% | -15.3% |
| YTD | +2.9% | -13.2% | +16.1% | +4.2% |
| 1Y | +6.3% | -7.8% | +14.1% | +4.9% |
| 3Y | +41.0% | +89.3% | -48.3% | +5.2% |
| 5Y | -66.4% | -15.8% | -50.6% | -73.1% |
| All | -66.4% | -15.9% | -50.6% | -73.1% |
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