+82.1%
QLD vs EXR
-1.8%
+83.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.6% | -2.6% |
| 7D | +7.0% | -0.4% | +7.4% | +7.3% |
| 30D | -14.3% | +18.2% | -32.5% | -22.5% |
| 3M | -16.0% | +7.3% | -23.3% | -19.7% |
| 6M | -14.2% | +13.8% | -28.1% | -21.8% |
| YTD | +12.8% | +25.9% | -13.2% | -4.3% |
| 1Y | +14.1% | +25.8% | -11.7% | -3.4% |
| 3Y | +146.0% | +53.7% | +92.2% | +64.4% |
| All | +82.1% | -1.8% | +83.8% | +76.3% |
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 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