+167.1%
NXT vs QS
-44.9%
+212.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.1% |
| 7D | -2.6% | -5.0% | +2.4% | -1.6% |
| 30D | -22.4% | -18.3% | -4.1% | -19.4% |
| 3M | -27.3% | -26.0% | -1.3% | -23.5% |
| 6M | -28.5% | -24.0% | -4.4% | -25.1% |
| YTD | -6.6% | -50.3% | +43.7% | +4.1% |
| 1Y | +20.4% | -38.0% | +58.3% | +29.4% |
| 3Y | +90.9% | -24.6% | +115.5% | +77.3% |
| All | +167.1% | -44.9% | +212.0% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling