-18.6%
QS vs EXR
+23.6%
-42.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +2.2% | -0.7% | +2.9% | +2.6% |
| 30D | -8.1% | -6.9% | -1.1% | -4.6% |
| 3M | -27.0% | -3.0% | -24.0% | -26.7% |
| 6M | -16.4% | -2.9% | -13.5% | -16.1% |
| YTD | -46.4% | +9.3% | -55.6% | -50.0% |
| 1Y | -41.1% | -0.9% | -40.2% | -42.1% |
| 3Y | -18.6% | +24.7% | -43.3% | -27.8% |
| All | -18.6% | +23.6% | -42.2% | -27.8% |
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