+22.2%
Z vs EXR
+234.1%
-211.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.1% | +6.3% | +7.9% |
| 7D | +10.2% | +11.3% | -1.1% | +4.5% |
| 30D | +23.7% | +21.2% | +2.5% | +12.7% |
| 3M | -6.6% | +8.7% | -15.3% | -10.1% |
| 6M | -23.0% | +18.2% | -41.2% | -29.1% |
| YTD | -50.3% | +27.9% | -78.3% | -56.4% |
| 1Y | -53.6% | +28.3% | -81.9% | -59.4% |
| 3Y | -10.1% | +71.7% | -81.7% | -30.0% |
| 5Y | -49.8% | -0.6% | -49.1% | -51.7% |
| 10Y | -1.6% | +229.0% | -230.5% | -39.1% |
| All | +22.2% | +234.1% | -211.9% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling