+62.6%
QLD vs EXR
-1.5%
+64.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.6% | -12.2% | -12.4% |
| 7D | -18.6% | +6.8% | -25.4% | -21.6% |
| 30D | -28.3% | +19.6% | -47.9% | -35.6% |
| 3M | -20.4% | +8.0% | -28.4% | -24.2% |
| 6M | -14.3% | +17.2% | -31.4% | -23.2% |
| YTD | +2.8% | +27.2% | -24.5% | -13.3% |
| 1Y | -1.2% | +26.1% | -27.3% | -16.4% |
| 3Y | +135.3% | +70.7% | +64.6% | +43.3% |
| 5Y | +62.6% | +1.0% | +61.6% | +51.8% |
| All | +62.6% | -1.5% | +64.1% | +51.8% |
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