-61.2%
ZTS vs BURL
-17.2%
-44.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.0% |
| 7D | -0.4% | +4.1% | -4.5% | -1.0% |
| 30D | +11.7% | -9.5% | +21.2% | +13.6% |
| 3M | +3.5% | -33.5% | +37.0% | +10.4% |
| 6M | -27.6% | -22.1% | -5.5% | -24.8% |
| YTD | -35.5% | -14.6% | -20.9% | -34.0% |
| 1Y | -32.1% | -8.4% | -23.7% | -31.6% |
| 3Y | -49.1% | +86.6% | -135.6% | -55.5% |
| All | -61.2% | -17.2% | -44.1% | -62.1% |
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