-61.4%
ZTS vs BURL
-11.0%
-50.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.1% |
| 7D | -2.0% | -2.8% | +0.8% | -1.6% |
| 30D | +1.9% | -28.2% | +30.1% | +7.4% |
| 3M | -4.0% | -17.6% | +13.6% | -1.1% |
| 6M | -39.1% | -11.8% | -27.4% | -38.0% |
| YTD | -38.8% | -8.1% | -30.7% | -38.1% |
| 1Y | -49.6% | -12.0% | -37.6% | -48.9% |
| 3Y | -59.0% | +63.3% | -122.3% | -63.3% |
| All | -61.4% | -11.0% | -50.5% | -63.2% |
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 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