+347.2%
ZETA vs EXR
-11.8%
+359.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.8% | -3.5% |
| 7D | +2.7% | -2.6% | +5.2% | +4.0% |
| 30D | +15.8% | -7.2% | +23.0% | +20.2% |
| 3M | +35.4% | -3.5% | +38.9% | +37.6% |
| 6M | +67.1% | -5.3% | +72.4% | +70.5% |
| YTD | +54.1% | +9.4% | +44.7% | +44.9% |
| 1Y | +67.8% | +1.3% | +66.5% | +64.2% |
| 3Y | +311.4% | +22.4% | +289.0% | +251.4% |
| All | +347.2% | -11.8% | +359.1% | +416.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling