-100.0%
QID vs EXR
+2,104.9%
-2,204.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +0.8% |
| 7D | +1.8% | +1.7% | 0.0% | +3.0% |
| 30D | +21.6% | +18.0% | +3.6% | +35.3% |
| 3M | +12.6% | +9.7% | +3.0% | +19.6% |
| 6M | +6.9% | +13.4% | -6.5% | +15.6% |
| YTD | -20.5% | +26.3% | -46.8% | -6.9% |
| 1Y | -18.1% | +27.6% | -45.6% | -3.4% |
| 3Y | -70.7% | +52.2% | -122.9% | -58.5% |
| 5Y | -77.2% | -1.1% | -76.2% | -72.5% |
| 10Y | -99.0% | +216.8% | -315.8% | -97.0% |
| All | -100.0% | +2,104.9% | -2,204.9% | -99.4% |
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