-13.3%
NXT vs Q
+75.3%
-88.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | -0.1% |
| 7D | +2.9% | +6.7% | -3.9% | -0.8% |
| 30D | -17.2% | -10.6% | -6.6% | -12.3% |
| 3M | -32.0% | -14.6% | -17.4% | -26.4% |
| 6M | -15.8% | +12.1% | -27.8% | -21.9% |
| YTD | -1.9% | +51.3% | -53.2% | -25.1% |
| All | -13.3% | +75.3% | -88.6% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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