+121.0%
QLD vs EXR
-11.8%
+132.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +1.0% |
| 7D | +0.6% | -2.6% | +3.1% | +2.1% |
| 30D | -0.1% | -7.2% | +7.1% | +4.2% |
| 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% | +19.4% |
| 1Y | +43.8% | +1.3% | +42.5% | +38.9% |
| 3Y | +176.6% | +22.4% | +154.2% | +118.1% |
| All | +121.0% | -11.8% | +132.9% | +126.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling