+59.4%
ZBH vs EXR
+2,662.2%
-2,602.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.5% |
| 7D | -2.8% | -2.6% | -0.3% | -2.1% |
| 30D | -0.1% | -7.2% | +7.1% | +2.0% |
| 3M | +13.4% | -3.5% | +16.9% | +14.6% |
| 6M | +3.0% | -5.3% | +8.3% | +4.4% |
| YTD | +9.7% | +9.4% | +0.3% | +6.7% |
| 1Y | -5.4% | +1.3% | -6.7% | -6.1% |
| 3Y | -15.6% | +22.4% | -38.0% | -21.8% |
| 5Y | -28.1% | -12.2% | -15.9% | -28.3% |
| 10Y | -15.2% | +148.6% | -163.8% | -38.8% |
| All | +59.4% | +2,662.2% | -2,602.8% | -46.0% |
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