-43.6%
ZS vs BURL
-17.2%
-26.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.6% |
| 7D | -16.9% | +4.1% | -21.0% | -17.9% |
| 30D | -7.4% | -9.5% | +2.0% | -4.8% |
| 3M | +21.6% | -33.5% | +55.1% | +36.9% |
| 6M | +42.4% | -22.1% | +64.5% | +50.6% |
| YTD | -12.1% | -14.6% | +2.5% | -10.9% |
| 1Y | -37.8% | -8.4% | -29.5% | -39.4% |
| 3Y | +20.9% | +86.6% | -65.6% | -17.0% |
| All | -43.6% | -17.2% | -26.4% | -48.0% |
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 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