-60.2%
ZTS vs BURL
-12.4%
-47.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +3.0% |
| 7D | -1.0% | +7.7% | -8.7% | -2.2% |
| 30D | +10.8% | -7.1% | +17.9% | +12.1% |
| 3M | +14.1% | -30.3% | +44.4% | +20.7% |
| 6M | +0.8% | -15.5% | +16.3% | +3.1% |
| YTD | -33.1% | -11.0% | -22.1% | -32.1% |
| 1Y | -30.0% | -8.4% | -21.6% | -29.5% |
| 3Y | -49.5% | +96.7% | -146.2% | -56.2% |
| 5Y | -60.2% | -14.1% | -46.2% | -61.4% |
| All | -60.2% | -12.4% | -47.9% | -61.4% |
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