+490.7%
ZS vs EXR
+155.0%
+335.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -13.4% | +1.7% | -15.1% | -13.9% |
| 30D | -16.6% | +18.0% | -34.7% | -21.2% |
| 3M | +10.3% | +9.7% | +0.7% | +6.9% |
| 6M | +28.1% | +13.4% | +14.7% | +22.1% |
| YTD | -13.3% | +26.3% | -39.6% | -21.3% |
| 1Y | -40.7% | +27.6% | -68.3% | -46.5% |
| 3Y | +11.4% | +52.2% | -40.8% | -9.5% |
| 5Y | -42.2% | -1.1% | -41.1% | -44.9% |
| All | +490.7% | +155.0% | +335.6% | +363.8% |
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 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