+131.7%
QSR vs EXR
+149.6%
-18.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -4.7% | -3.2% | -1.5% | -3.9% |
| 30D | +4.3% | -6.9% | +11.2% | +6.2% |
| 3M | +5.4% | -7.8% | +13.2% | +7.7% |
| 6M | +8.2% | -4.9% | +13.0% | +9.4% |
| YTD | +14.1% | +7.2% | +7.0% | +11.8% |
| 1Y | +28.1% | -1.5% | +29.6% | +28.0% |
| 3Y | +25.3% | +22.3% | +3.0% | +16.4% |
| 5Y | +40.4% | -10.9% | +51.3% | +39.4% |
| All | +131.7% | +149.6% | -18.0% | +75.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling