+43.3%
ZM vs BURL
+53.0%
-9.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.3% | -3.0% |
| 7D | -9.1% | +3.5% | -12.5% | -9.4% |
| 30D | -5.7% | -9.3% | +3.6% | -4.8% |
| 3M | -11.7% | -32.1% | +20.4% | -8.3% |
| 6M | -18.6% | -19.8% | +1.2% | -17.1% |
| YTD | +2.9% | -13.2% | +16.1% | +3.7% |
| 1Y | +6.3% | -7.8% | +14.1% | +5.9% |
| 3Y | +41.0% | +89.3% | -48.3% | +28.1% |
| 5Y | -66.4% | -15.8% | -50.6% | -70.5% |
| All | +43.3% | +53.0% | -9.7% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling