+2,354.8%
QQQ vs EXR
+3,081.1%
-726.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +3.6% | -0.4% | +4.1% | +3.8% |
| 30D | -6.7% | +18.2% | -24.9% | -11.8% |
| 3M | -7.0% | +7.3% | -14.4% | -9.3% |
| 6M | -4.7% | +13.8% | -18.5% | -9.1% |
| YTD | +11.1% | +25.9% | -14.9% | +2.0% |
| 1Y | +12.3% | +25.8% | -13.5% | +3.1% |
| 3Y | +83.3% | +53.7% | +29.6% | +53.6% |
| 5Y | +77.5% | -1.8% | +79.2% | +70.1% |
| 10Y | +528.3% | +214.5% | +313.7% | +293.0% |
| All | +2,354.8% | +3,081.1% | -726.2% | +551.3% |
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 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