-16.1%
Z vs EXR
+221.5%
-237.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.9% | -2.1% |
| 7D | -4.6% | +5.2% | -9.8% | -6.8% |
| 30D | +8.3% | +20.9% | -12.6% | -1.3% |
| 3M | -11.6% | +7.7% | -19.3% | -14.6% |
| 6M | -33.6% | +13.2% | -46.8% | -37.6% |
| YTD | -56.7% | +26.5% | -83.2% | -61.8% |
| 1Y | -59.1% | +27.2% | -86.3% | -64.1% |
| 3Y | -20.4% | +71.5% | -91.9% | -38.1% |
| 5Y | -55.3% | +0.4% | -55.6% | -57.2% |
| All | -16.1% | +221.5% | -237.6% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling