+46.6%
ZM vs EXR
+111.9%
-65.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -1.0% | +1.7% | -2.8% | -1.3% |
| 30D | -7.0% | +18.0% | -25.0% | -9.8% |
| 3M | -15.2% | +9.7% | -24.9% | -16.7% |
| 6M | -16.8% | +13.4% | -30.2% | -18.9% |
| YTD | +5.4% | +26.3% | -20.9% | +0.1% |
| 1Y | +9.3% | +27.6% | -18.2% | +3.7% |
| 3Y | +46.5% | +52.2% | -5.7% | +33.2% |
| 5Y | -63.8% | -1.1% | -62.7% | -65.3% |
| All | +46.6% | +111.9% | -65.3% | +75.4% |
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 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