+7,256.1%
QLD vs EXR
+2,322.8%
+4,933.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.6% | -12.2% | -12.4% |
| 7D | -18.6% | +6.8% | -25.4% | -22.1% |
| 30D | -28.3% | +19.6% | -47.9% | -36.5% |
| 3M | -20.4% | +8.0% | -28.4% | -24.8% |
| 6M | -14.3% | +17.2% | -31.4% | -24.1% |
| YTD | +2.8% | +27.2% | -24.5% | -14.5% |
| 1Y | -1.2% | +26.1% | -27.3% | -17.6% |
| 3Y | +135.3% | +70.7% | +64.6% | +51.3% |
| 5Y | +62.6% | +1.0% | +61.6% | +50.8% |
| 10Y | +1,384.3% | +227.1% | +1,157.2% | +486.5% |
| All | +7,256.1% | +2,322.8% | +4,933.4% | +538.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling