+170.4%
NXT vs QID
-82.1%
+252.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.3% |
| 7D | -0.2% | -1.9% | +1.7% | -1.2% |
| 30D | -20.0% | +1.7% | -21.7% | -18.9% |
| 3M | -30.9% | -3.9% | -27.0% | -30.0% |
| 6M | -23.8% | -30.0% | +6.2% | -31.6% |
| YTD | -5.4% | -28.2% | +22.8% | -13.3% |
| 1Y | +28.0% | -35.6% | +63.7% | +14.3% |
| 3Y | +93.3% | -74.3% | +167.6% | +25.7% |
| All | +170.4% | -82.1% | +252.5% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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