+213.9%
ZTS vs BURL
+1,021.0%
-807.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +7.7% | -0.2% | +6.0% |
| 7D | +15.4% | +10.4% | +5.0% | +13.3% |
| 30D | +25.8% | -4.9% | +30.7% | +26.9% |
| 3M | +18.1% | -29.8% | +47.9% | +25.9% |
| 6M | -19.7% | -16.5% | -3.3% | -17.3% |
| YTD | -27.5% | -10.5% | -17.0% | -26.5% |
| 1Y | -26.7% | -5.3% | -21.4% | -26.8% |
| 3Y | -42.5% | +95.1% | -137.5% | -51.5% |
| 5Y | -56.4% | -12.1% | -44.4% | -58.5% |
| 10Y | +95.9% | +273.2% | -177.3% | +38.3% |
| All | +213.9% | +1,021.0% | -807.0% | +104.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling