+55.1%
ZM vs EXR
+78.7%
-23.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +0.2% |
| 7D | +0.3% | -3.1% | +3.4% | +0.9% |
| 30D | -10.3% | -7.5% | -2.8% | -9.0% |
| 3M | -0.7% | -7.5% | +6.8% | +0.7% |
| 6M | +24.8% | -5.2% | +30.0% | +25.7% |
| YTD | +11.5% | +6.5% | +5.0% | +9.4% |
| 1Y | +12.3% | -2.0% | +14.4% | +12.0% |
| 3Y | +33.5% | +21.5% | +11.9% | +26.4% |
| 5Y | -67.5% | -11.5% | -56.0% | -67.6% |
| All | +55.1% | +78.7% | -23.6% | +91.6% |
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