+264.7%
ZETA vs EXR
+25.7%
+238.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.2% |
| 7D | +6.2% | +2.7% | +3.5% | +4.9% |
| 30D | -2.0% | +18.9% | -21.0% | -10.2% |
| 3M | +21.7% | +8.4% | +13.3% | +16.7% |
| 6M | +89.1% | +14.3% | +74.8% | +75.7% |
| YTD | +59.3% | +27.2% | +32.1% | +38.7% |
| 1Y | +66.2% | +25.9% | +40.2% | +45.3% |
| 3Y | +297.3% | +54.6% | +242.7% | +200.5% |
| 5Y | +227.5% | -0.6% | +228.1% | +216.1% |
| All | +264.7% | +25.7% | +238.9% | +246.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling