+170.4%
NXT vs QS
-44.5%
+214.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.6% | +3.0% | -2.4% |
| 7D | -0.2% | -4.2% | +4.0% | +0.6% |
| 30D | -20.0% | -15.7% | -4.3% | -17.4% |
| 3M | -30.9% | -28.7% | -2.2% | -26.8% |
| 6M | -23.8% | -23.2% | -0.6% | -20.3% |
| YTD | -5.4% | -49.9% | +44.5% | +5.2% |
| 1Y | +28.0% | -38.8% | +66.8% | +37.9% |
| 3Y | +93.3% | -24.0% | +117.3% | +79.2% |
| All | +170.4% | -44.5% | +214.9% | +149.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling