+245.8%
QCOM vs EXR
+217.4%
+28.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +2.0% | -1.1% | +3.1% | +2.3% |
| 30D | +1.2% | +18.8% | -17.5% | -4.5% |
| 3M | +9.1% | +9.9% | -0.8% | +5.6% |
| 6M | -25.0% | +12.6% | -37.6% | -28.3% |
| YTD | +4.8% | +26.5% | -21.7% | -3.8% |
| 1Y | +3.6% | +24.5% | -20.9% | -4.4% |
| 3Y | +51.5% | +52.4% | -0.9% | +29.2% |
| 5Y | +19.7% | -1.5% | +21.3% | +15.7% |
| 10Y | +245.8% | +216.0% | +29.9% | +162.7% |
| All | +245.8% | +217.4% | +28.4% | +162.7% |
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