-43.6%
ZS vs EXR
-0.5%
-43.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | -11.1% | +2.7% | -13.7% | -12.0% |
| 30D | -14.8% | +18.9% | -33.8% | -21.1% |
| 3M | +18.0% | +8.4% | +9.6% | +13.7% |
| 6M | +30.8% | +14.3% | +16.5% | +22.5% |
| YTD | -11.5% | +27.2% | -38.8% | -22.5% |
| 1Y | -37.8% | +25.9% | -63.7% | -45.4% |
| 3Y | +16.6% | +54.6% | -38.0% | -17.3% |
| 5Y | -43.6% | -0.6% | -43.0% | -48.1% |
| All | -43.6% | -0.5% | -43.1% | -48.1% |
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