-64.8%
Z vs EXR
-11.8%
-53.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.4% |
| 7D | -3.0% | -2.6% | -0.4% | -1.5% |
| 30D | -4.2% | -7.2% | +3.0% | +0.3% |
| 3M | -3.7% | -3.5% | -0.2% | -1.6% |
| 6M | -24.5% | -5.3% | -19.2% | -22.3% |
| YTD | -49.3% | +9.4% | -58.6% | -52.7% |
| 1Y | -58.7% | +1.3% | -60.0% | -59.6% |
| 3Y | -34.1% | +22.4% | -56.6% | -42.0% |
| All | -64.8% | -11.8% | -53.0% | -68.5% |
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