+246.3%
ZETA vs EXR
+8.0%
+238.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -2.4% | -0.7% | -1.8% | -2.1% |
| 30D | +15.6% | -6.9% | +22.5% | +19.7% |
| 3M | +41.5% | -3.0% | +44.5% | +43.4% |
| 6M | +63.4% | -2.9% | +66.4% | +64.7% |
| YTD | +51.3% | +9.3% | +42.0% | +42.4% |
| 1Y | +65.8% | -0.9% | +66.7% | +64.2% |
| 3Y | +279.2% | +24.7% | +254.5% | +221.1% |
| 5Y | +341.8% | -11.7% | +353.4% | +384.8% |
| All | +246.3% | +8.0% | +238.4% | +255.8% |
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