-46.2%
QXO vs EXR
+22.1%
-68.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.7% |
| 7D | -8.7% | -3.2% | -5.5% | -6.8% |
| 30D | -21.0% | -6.9% | -14.1% | -17.4% |
| 3M | -18.4% | -7.8% | -10.6% | -14.3% |
| 6M | -43.0% | -4.9% | -38.1% | -41.1% |
| YTD | -36.3% | +7.2% | -43.4% | -38.2% |
| 1Y | -42.8% | -1.5% | -41.3% | -42.2% |
| All | -46.2% | +22.1% | -68.4% | -50.8% |
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