+33.8%
ZM vs EXR
+23.6%
+10.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.8% | -4.8% |
| 7D | +1.6% | -0.7% | +2.3% | +1.7% |
| 30D | -7.7% | -6.9% | -0.8% | -6.5% |
| 3M | -4.7% | -3.0% | -1.7% | -4.1% |
| 6M | +24.4% | -2.9% | +27.4% | +24.8% |
| YTD | +11.8% | +9.3% | +2.5% | +8.5% |
| 1Y | +13.4% | -0.9% | +14.3% | +12.7% |
| 3Y | +33.8% | +24.7% | +9.1% | +27.8% |
| All | +33.8% | +23.6% | +10.2% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling