+1,631.1%
QLD vs EXR
+148.5%
+1,482.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +1.0% |
| 7D | +0.6% | -2.6% | +3.1% | +2.0% |
| 30D | -0.1% | -7.2% | +7.1% | +4.1% |
| 3M | -8.4% | -3.5% | -4.9% | -7.4% |
| 6M | +32.2% | -5.3% | +37.5% | +34.8% |
| YTD | +28.9% | +9.4% | +19.6% | +20.2% |
| 1Y | +43.8% | +1.3% | +42.5% | +39.4% |
| 3Y | +176.6% | +22.4% | +154.2% | +127.5% |
| 5Y | +121.6% | -12.2% | +133.8% | +127.8% |
| All | +1,631.1% | +148.5% | +1,482.6% | +1,030.7% |
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