-54.1%
Z vs EXR
-1.5%
-52.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.6% | -10.1% | -10.3% |
| 7D | -2.3% | +6.8% | -9.1% | -5.9% |
| 30D | +9.4% | +19.6% | -10.2% | -1.5% |
| 3M | -16.1% | +8.0% | -24.1% | -19.6% |
| 6M | -30.4% | +17.2% | -47.6% | -36.7% |
| YTD | -55.6% | +27.2% | -82.8% | -62.1% |
| 1Y | -58.5% | +26.1% | -84.6% | -64.4% |
| 3Y | -19.6% | +70.7% | -90.3% | -40.7% |
| 5Y | -54.1% | +1.0% | -55.1% | -56.4% |
| All | -54.1% | -1.5% | -52.6% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling