+1,542.6%
QLD vs EXR
+215.7%
+1,326.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | +12.5% | -1.2% | +13.7% | +13.3% |
| 30D | -15.7% | +18.3% | -34.0% | -23.6% |
| 3M | -11.9% | +9.1% | -21.0% | -16.5% |
| 6M | -10.3% | +11.7% | -22.0% | -17.0% |
| YTD | +15.6% | +25.7% | -10.1% | -0.9% |
| 1Y | +12.1% | +24.9% | -12.8% | -3.7% |
| 3Y | +150.7% | +51.4% | +99.2% | +80.8% |
| 5Y | +86.6% | -1.9% | +88.6% | +79.8% |
| All | +1,542.6% | +215.7% | +1,326.9% | +884.3% |
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