+87.8%
ZTS vs BURL
+232.1%
-144.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +1.8% |
| 7D | +5.6% | -1.6% | +7.1% | +5.9% |
| 30D | +12.1% | -7.7% | +19.8% | +13.9% |
| 3M | +11.3% | -31.7% | +42.9% | +19.7% |
| 6M | +14.3% | -15.2% | +29.5% | +17.3% |
| YTD | -31.9% | -15.9% | -16.0% | -30.0% |
| 1Y | -29.3% | -14.2% | -15.1% | -27.9% |
| 3Y | -48.0% | +93.5% | -141.6% | -56.7% |
| 5Y | -58.9% | -9.9% | -49.0% | -61.1% |
| All | +87.8% | +232.1% | -144.3% | +43.2% |
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