-31.6%
ZS vs BURL
-4.6%
-27.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.7% | -8.0% | +0.9% |
| 7D | -12.3% | +10.4% | -22.7% | -10.9% |
| 30D | +11.2% | -4.9% | +16.2% | +10.7% |
| 3M | +37.5% | -29.8% | +67.3% | +31.2% |
| 6M | +57.8% | -16.5% | +74.3% | +54.3% |
| YTD | -0.2% | -10.5% | +10.3% | -0.9% |
| 1Y | -31.6% | -5.3% | -26.3% | -31.0% |
| All | -31.6% | -4.6% | -27.1% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling