+1,351.8%
QLD vs EXR
+221.5%
+1,130.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.9% |
| 7D | -10.3% | +5.2% | -15.5% | -12.8% |
| 30D | -26.1% | +20.9% | -46.9% | -33.8% |
| 3M | -17.8% | +7.7% | -25.5% | -21.5% |
| 6M | -15.6% | +13.2% | -28.7% | -22.5% |
| YTD | +5.4% | +26.5% | -21.1% | -10.0% |
| 1Y | +5.2% | +27.2% | -22.0% | -10.8% |
| 3Y | +139.4% | +71.5% | +67.9% | +58.3% |
| 5Y | +66.7% | +0.4% | +66.3% | +58.5% |
| All | +1,351.8% | +221.5% | +1,130.3% | +749.5% |
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 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