+204.1%
QSR vs EXR
+259.9%
-55.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | +2.4% | -2.6% | +5.0% | +3.1% |
| 30D | +7.6% | -7.2% | +14.8% | +9.7% |
| 3M | +12.6% | -3.5% | +16.1% | +13.7% |
| 6M | +14.4% | -5.3% | +19.7% | +15.8% |
| YTD | +19.6% | +9.4% | +10.3% | +16.5% |
| 1Y | +33.9% | +1.3% | +32.6% | +32.7% |
| 3Y | +27.1% | +22.4% | +4.7% | +18.1% |
| 5Y | +48.5% | -12.2% | +60.8% | +48.1% |
| 10Y | +126.2% | +148.6% | -22.4% | +68.0% |
| All | +204.1% | +259.9% | -55.8% | +102.0% |
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 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