+5.2%
QLD vs EXR
+26.1%
-20.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.5% |
| 7D | -10.3% | +5.2% | -15.5% | -9.9% |
| 30D | -26.1% | +20.9% | -46.9% | -25.5% |
| 3M | -17.8% | +7.7% | -25.5% | -17.2% |
| 6M | -15.6% | +13.2% | -28.7% | -15.9% |
| YTD | +5.4% | +26.5% | -21.1% | +5.1% |
| 1Y | +5.2% | +27.2% | -22.0% | +4.8% |
| All | +5.2% | +26.1% | -20.9% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling