-71.3%
QS vs EXR
+28.1%
-99.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.1% | +4.4% | +6.2% |
| 7D | +4.5% | +11.3% | -6.8% | -0.1% |
| 30D | -4.1% | +21.2% | -25.3% | -11.3% |
| 3M | -22.1% | +8.7% | -30.9% | -25.6% |
| 6M | -38.4% | +18.2% | -56.6% | -44.0% |
| YTD | -57.5% | +27.9% | -85.4% | -63.9% |
| 1Y | -71.3% | +28.3% | -99.6% | -75.6% |
| All | -71.3% | +28.1% | -99.4% | -75.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling