-44.6%
QS vs EXR
+68.2%
-112.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.3% |
| 7D | -2.3% | -2.6% | +0.2% | -0.7% |
| 30D | -0.7% | -7.2% | +6.5% | +3.9% |
| 3M | -39.6% | -3.5% | -36.1% | -39.0% |
| 6M | -21.7% | -5.3% | -16.4% | -19.9% |
| YTD | -47.4% | +9.4% | -56.8% | -51.3% |
| 1Y | -28.4% | +1.3% | -29.7% | -30.7% |
| 3Y | -22.6% | +22.4% | -45.0% | -36.5% |
| 5Y | -75.6% | -12.2% | -63.4% | -75.0% |
| All | -44.6% | +68.2% | -112.8% | -38.1% |
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