-100.0%
QID vs EXR
+2,108.5%
-2,208.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.5% |
| 7D | -1.1% | -1.1% | 0.0% | -1.8% |
| 30D | +14.4% | +18.8% | -4.4% | +27.8% |
| 3M | +6.7% | +9.9% | -3.3% | +13.4% |
| 6M | +2.6% | +12.6% | -10.0% | +10.4% |
| YTD | -24.2% | +26.5% | -50.7% | -11.1% |
| 1Y | -22.3% | +24.5% | -46.8% | -9.8% |
| 3Y | -72.0% | +52.4% | -124.5% | -60.4% |
| 5Y | -78.2% | -1.5% | -76.6% | -73.7% |
| 10Y | -99.1% | +216.0% | -315.0% | -97.1% |
| All | -100.0% | +2,108.5% | -2,208.5% | -99.5% |
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 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