+487.3%
ZS vs BURL
+99.9%
+387.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -13.7% | -0.8% | -12.8% | -13.4% |
| 30D | -14.2% | -4.4% | -9.7% | -13.4% |
| 3M | +8.5% | -28.6% | +37.1% | +17.2% |
| 6M | +30.2% | -12.3% | +42.5% | +32.3% |
| YTD | -13.8% | -11.3% | -2.6% | -13.5% |
| 1Y | -41.5% | -10.4% | -31.1% | -41.9% |
| 3Y | +10.7% | +96.1% | -85.4% | -14.4% |
| 5Y | -43.6% | -5.0% | -38.6% | -50.1% |
| All | +487.3% | +99.9% | +387.3% | +228.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling