+94.5%
QQQ vs EXR
-13.9%
+108.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +0.5% |
| 7D | +1.0% | -3.1% | +4.1% | +1.9% |
| 30D | -0.6% | -7.5% | +6.9% | +1.6% |
| 3M | +1.3% | -7.5% | +8.8% | +3.3% |
| 6M | +18.1% | -5.2% | +23.3% | +19.3% |
| YTD | +16.9% | +6.5% | +10.4% | +13.5% |
| 1Y | +24.0% | -2.0% | +26.0% | +23.3% |
| 3Y | +95.6% | +21.5% | +74.1% | +73.8% |
| 5Y | +94.5% | -11.5% | +106.0% | +98.3% |
| All | +94.5% | -13.9% | +108.4% | +98.3% |
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