+42.3%
QSR vs EXR
-13.9%
+56.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.0% |
| 7D | -2.4% | -3.1% | +0.7% | -1.7% |
| 30D | +5.7% | -7.5% | +13.2% | +7.6% |
| 3M | +6.9% | -7.5% | +14.4% | +8.8% |
| 6M | +6.9% | -5.2% | +12.1% | +8.0% |
| YTD | +14.9% | +6.5% | +8.4% | +13.0% |
| 1Y | +29.1% | -2.0% | +31.1% | +29.2% |
| 3Y | +26.1% | +21.5% | +4.6% | +19.4% |
| 5Y | +42.3% | -11.5% | +53.8% | +46.5% |
| All | +42.3% | -13.9% | +56.2% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling