-43.6%
ZS vs BURL
-12.4%
-31.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | -0.6% |
| 7D | -11.1% | +7.7% | -18.8% | -13.1% |
| 30D | -14.8% | -7.1% | -7.7% | -13.1% |
| 3M | +18.0% | -30.3% | +48.3% | +31.0% |
| 6M | +30.8% | -15.5% | +46.4% | +35.0% |
| YTD | -11.5% | -11.0% | -0.5% | -11.4% |
| 1Y | -37.8% | -8.4% | -29.4% | -39.2% |
| 3Y | +16.6% | +96.7% | -80.1% | -21.4% |
| 5Y | -43.6% | -14.1% | -29.5% | -48.3% |
| All | -43.6% | -12.4% | -31.2% | -48.3% |
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 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