-31.6%
ZS vs EXR
+28.1%
-59.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | +0.7% |
| 7D | -12.3% | +11.3% | -23.5% | -9.1% |
| 30D | +11.2% | +21.2% | -9.9% | +18.0% |
| 3M | +37.5% | +8.7% | +28.8% | +40.7% |
| 6M | +57.8% | +18.2% | +39.6% | +67.7% |
| YTD | -0.2% | +27.9% | -28.2% | +6.9% |
| 1Y | -31.6% | +28.3% | -60.0% | -27.2% |
| All | -31.6% | +28.1% | -59.7% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling