+200.7%
ZTS vs EXR
+560.3%
-359.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.5% |
| 7D | -0.6% | +1.7% | -2.4% | -1.2% |
| 30D | +11.0% | +18.0% | -7.1% | +4.5% |
| 3M | +10.9% | +9.7% | +1.3% | +7.3% |
| 6M | +0.9% | +13.4% | -12.5% | -3.7% |
| YTD | -33.0% | +26.3% | -59.3% | -38.7% |
| 1Y | -29.6% | +27.6% | -57.2% | -35.8% |
| 3Y | -49.0% | +52.2% | -101.2% | -57.1% |
| 5Y | -59.5% | -1.1% | -58.4% | -60.8% |
| 10Y | +77.0% | +216.8% | -139.8% | +19.7% |
| All | +200.7% | +560.3% | -359.5% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling