+61.0%
ZM vs EXR
+111.3%
-50.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.1% |
| 7D | +11.0% | -0.4% | +11.5% | +11.1% |
| 30D | +5.6% | +18.2% | -12.6% | +2.4% |
| 3M | -9.1% | +7.3% | -16.5% | -10.4% |
| 6M | -2.6% | +13.8% | -16.4% | -5.1% |
| YTD | +15.7% | +25.9% | -10.3% | +10.0% |
| 1Y | +18.8% | +25.8% | -7.1% | +12.9% |
| 3Y | +62.2% | +53.7% | +8.5% | +47.2% |
| 5Y | -60.9% | -1.8% | -59.1% | -62.5% |
| All | +61.0% | +111.3% | -50.3% | +92.6% |
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