-74.4%
QID vs EXR
+23.6%
-98.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -2.7% | -0.7% | -2.1% | -3.0% |
| 30D | +1.8% | -6.9% | +8.7% | -0.5% |
| 3M | -2.2% | -3.0% | +0.8% | -3.1% |
| 6M | -32.1% | -2.9% | -29.2% | -32.2% |
| YTD | -28.6% | +9.3% | -37.9% | -25.4% |
| 1Y | -36.3% | -0.9% | -35.4% | -35.9% |
| 3Y | -74.4% | +24.7% | -99.1% | -71.5% |
| All | -74.4% | +23.6% | -98.0% | -71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling