-64.5%
ZM vs EXR
-0.5%
-64.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | -0.3% | +2.7% | -3.0% | -1.2% |
| 30D | -6.2% | +18.9% | -25.1% | -11.8% |
| 3M | -12.2% | +8.4% | -20.6% | -14.8% |
| 6M | -16.0% | +14.3% | -30.3% | -20.3% |
| YTD | +6.3% | +27.2% | -21.0% | -4.1% |
| 1Y | +12.3% | +25.9% | -13.7% | +1.7% |
| 3Y | +51.2% | +54.6% | -3.4% | +19.1% |
| 5Y | -64.5% | -0.6% | -63.9% | -65.9% |
| All | -64.5% | -0.5% | -64.0% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling