+87.8%
ZTS vs EXR
+216.3%
-128.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +5.6% | -0.4% | +6.0% | +5.8% |
| 30D | +12.1% | +18.2% | -6.1% | +4.9% |
| 3M | +11.3% | +7.3% | +3.9% | +8.2% |
| 6M | +14.3% | +13.8% | +0.5% | +8.4% |
| YTD | -31.9% | +25.9% | -57.8% | -38.1% |
| 1Y | -29.3% | +25.8% | -55.1% | -35.7% |
| 3Y | -48.0% | +53.7% | -101.8% | -57.3% |
| 5Y | -58.9% | -1.8% | -57.1% | -60.2% |
| All | +87.8% | +216.3% | -128.5% | +25.5% |
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