+24.7%
ZS vs BURL
+89.8%
-65.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.9% | -6.2% | -8.8% |
| 7D | -17.7% | +3.5% | -21.2% | -18.1% |
| 30D | -3.9% | -9.3% | +5.3% | -2.7% |
| 3M | +26.1% | -32.1% | +58.2% | +33.3% |
| 6M | +44.2% | -19.8% | +64.0% | +47.5% |
| YTD | -9.4% | -13.2% | +3.8% | -9.3% |
| 1Y | -37.1% | -7.8% | -29.2% | -38.3% |
| All | +24.7% | +89.8% | -65.1% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling