-99.2%
QID vs EXR
+144.7%
-243.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | -0.9% |
| 7D | -1.9% | -3.1% | +1.1% | -3.6% |
| 30D | +1.7% | -7.5% | +9.2% | -2.6% |
| 3M | -3.9% | -7.5% | +3.6% | -8.3% |
| 6M | -30.0% | -5.2% | -24.8% | -31.7% |
| YTD | -28.2% | +6.5% | -34.7% | -24.9% |
| 1Y | -35.6% | -2.0% | -33.6% | -35.8% |
| 3Y | -74.3% | +21.5% | -95.8% | -68.6% |
| 5Y | -80.8% | -11.5% | -69.3% | -78.5% |
| 10Y | -99.2% | +148.0% | -247.1% | -98.3% |
| All | -99.2% | +144.7% | -243.9% | -98.3% |
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