+9.6%
ZM vs EXR
+28.1%
-18.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | +0.4% |
| 7D | -8.4% | +11.3% | -19.7% | -7.3% |
| 30D | -1.9% | +21.2% | -23.1% | -0.2% |
| 3M | -10.1% | +8.7% | -18.8% | -9.6% |
| 6M | -13.9% | +18.2% | -32.1% | -11.9% |
| YTD | +6.4% | +27.9% | -21.5% | +5.7% |
| 1Y | +9.6% | +28.3% | -18.8% | +8.4% |
| All | +9.6% | +28.1% | -18.5% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling