+174.6%
ZTS vs EXR
+471.7%
-297.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -2.0% | -2.6% | +0.6% | -1.0% |
| 30D | +1.9% | -7.2% | +9.1% | +4.7% |
| 3M | -4.0% | -3.5% | -0.5% | -2.8% |
| 6M | -39.1% | -5.3% | -33.8% | -38.0% |
| YTD | -38.8% | +9.4% | -48.2% | -41.0% |
| 1Y | -49.6% | +1.3% | -50.9% | -50.1% |
| 3Y | -59.0% | +22.4% | -81.4% | -62.7% |
| 5Y | -61.8% | -12.2% | -49.5% | -61.4% |
| 10Y | +61.4% | +148.6% | -87.1% | +17.4% |
| All | +174.6% | +471.7% | -297.1% | +65.6% |
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