-16.3%
QS vs EXR
+53.9%
-70.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.6% | +6.2% | +6.4% |
| 7D | +13.7% | +2.7% | +11.0% | +12.1% |
| 30D | -0.2% | +18.9% | -19.2% | -9.5% |
| 3M | -24.8% | +8.4% | -33.2% | -28.2% |
| 6M | -39.4% | +14.3% | -53.7% | -44.4% |
| YTD | -56.1% | +27.2% | -83.4% | -62.5% |
| 1Y | -72.5% | +25.9% | -98.4% | -76.4% |
| 3Y | -16.3% | +54.6% | -70.9% | -48.0% |
| All | -16.3% | +53.9% | -70.2% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling