+24.7%
Z vs EXR
+185.6%
-160.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.5% |
| 7D | -3.0% | -2.6% | -0.4% | -1.7% |
| 30D | -4.2% | -7.2% | +3.0% | -0.5% |
| 3M | -3.7% | -3.5% | -0.2% | -2.0% |
| 6M | -24.5% | -5.3% | -19.2% | -22.7% |
| YTD | -49.3% | +9.4% | -58.6% | -52.0% |
| 1Y | -58.7% | +1.3% | -60.0% | -59.4% |
| 3Y | -34.1% | +22.4% | -56.6% | -40.3% |
| 5Y | -64.5% | -12.2% | -52.3% | -63.7% |
| 10Y | -0.5% | +148.6% | -149.1% | -30.0% |
| All | +24.7% | +185.6% | -160.9% | -18.2% |
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