-1.4%
QXO vs EXR
+723.6%
-725.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +2.9% | -0.7% | +3.6% | +3.1% |
| 30D | -18.0% | -6.9% | -11.1% | -15.8% |
| 3M | -14.7% | -3.0% | -11.8% | -13.8% |
| 6M | -39.2% | -2.9% | -36.3% | -38.3% |
| YTD | -31.3% | +9.3% | -40.6% | -33.0% |
| 1Y | -39.7% | -0.9% | -38.7% | -39.3% |
| 3Y | -41.5% | +24.7% | -66.2% | -45.6% |
| 5Y | -67.0% | -11.7% | -55.3% | -66.8% |
| 10Y | +44.7% | +148.4% | -103.6% | +15.2% |
| All | -1.4% | +723.6% | -725.1% | -11.8% |
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 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