-59.7%
ZTS vs BURL
-15.9%
-43.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.9% | -5.0% | -7.4% |
| 7D | +4.9% | +3.5% | +1.4% | +4.4% |
| 30D | +15.9% | -9.3% | +25.2% | +17.8% |
| 3M | +11.1% | -32.1% | +43.2% | +18.1% |
| 6M | -26.0% | -19.8% | -6.2% | -23.6% |
| YTD | -33.3% | -13.2% | -20.1% | -32.0% |
| 1Y | -30.3% | -7.8% | -22.5% | -29.9% |
| 3Y | -47.0% | +89.3% | -136.4% | -53.8% |
| 5Y | -59.7% | -15.8% | -43.9% | -60.7% |
| All | -59.7% | -15.9% | -43.8% | -60.7% |
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 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