-25.3%
NXT vs QS
-50.3%
+25.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -7.8% | +0.9% | -3.2% |
| 7D | -6.0% | -5.6% | -0.4% | -3.6% |
| 30D | +5.4% | -5.8% | +11.3% | +8.3% |
| 3M | -9.7% | -39.2% | +29.5% | +12.4% |
| 6M | -25.3% | -53.9% | +28.6% | +2.2% |
| All | -25.3% | -50.3% | +25.0% | +2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling