-70.8%
QXO vs EXR
-10.8%
-60.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | -7.8% | -1.2% | -6.6% | -7.2% |
| 30D | -18.1% | -6.2% | -11.9% | -15.5% |
| 3M | -25.8% | -7.4% | -18.4% | -23.0% |
| 6M | -41.7% | -0.5% | -41.2% | -41.2% |
| YTD | -36.2% | +8.1% | -44.3% | -37.9% |
| 1Y | -42.1% | -2.9% | -39.2% | -41.2% |
| 3Y | -46.2% | +22.9% | -69.1% | -51.0% |
| All | -70.8% | -10.8% | -60.0% | -71.8% |
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 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