+542.4%
QQQ vs EXR
+215.7%
+326.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +6.4% | -1.2% | +7.6% | +6.7% |
| 30D | -7.5% | +18.3% | -25.7% | -11.9% |
| 3M | -4.8% | +9.1% | -13.9% | -7.3% |
| 6M | -2.5% | +11.7% | -14.2% | -6.0% |
| YTD | +12.4% | +25.7% | -13.3% | +4.2% |
| 1Y | +11.3% | +24.9% | -13.6% | +3.3% |
| 3Y | +85.0% | +51.4% | +33.5% | +57.1% |
| 5Y | +79.6% | -1.9% | +81.6% | +73.5% |
| All | +542.4% | +215.7% | +326.7% | +380.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling