+216.5%
QCOM vs EXR
+221.5%
-5.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.7% |
| 7D | +0.4% | +5.2% | -4.8% | -1.3% |
| 30D | -6.6% | +20.9% | -27.5% | -12.4% |
| 3M | +3.7% | +7.7% | -4.0% | +1.1% |
| 6M | -13.3% | +13.2% | -26.5% | -17.3% |
| YTD | -1.8% | +26.5% | -28.3% | -9.9% |
| 1Y | -2.5% | +27.2% | -29.7% | -10.8% |
| 3Y | +47.0% | +71.5% | -24.6% | +20.4% |
| 5Y | +13.1% | +0.4% | +12.7% | +8.8% |
| All | +216.5% | +221.5% | -5.0% | +137.9% |
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