+7.9%
NXT vs QS
-74.4%
+82.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.2% | +6.7% | +3.7% |
| 7D | -9.4% | -14.0% | +4.6% | -3.7% |
| 30D | +15.1% | -6.4% | +21.5% | +18.1% |
| 3M | -9.1% | -40.3% | +31.2% | +11.5% |
| 6M | -30.3% | -57.5% | +27.2% | -4.1% |
| YTD | +9.1% | -64.7% | +73.8% | +55.1% |
| 1Y | +7.9% | -72.9% | +80.8% | +77.4% |
| All | +7.9% | -74.4% | +82.3% | +77.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling