+581.2%
ZBRA vs EXR
+2,662.2%
-2,081.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | +1.8% | -2.6% | +4.3% | +2.8% |
| 30D | -1.7% | -7.2% | +5.5% | +1.1% |
| 3M | +47.8% | -3.5% | +51.3% | +49.4% |
| 6M | +56.7% | -5.3% | +62.0% | +59.2% |
| YTD | +49.4% | +9.4% | +40.0% | +43.6% |
| 1Y | +16.5% | +1.3% | +15.2% | +15.3% |
| 3Y | +31.5% | +22.4% | +9.0% | +19.1% |
| 5Y | -38.6% | -12.2% | -26.4% | -37.5% |
| 10Y | +421.0% | +148.6% | +272.4% | +255.5% |
| All | +581.2% | +2,662.2% | -2,081.1% | +79.4% |
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 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