+167.1%
NXT vs QSR
+26.8%
+140.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.1% |
| 7D | -2.6% | -4.7% | +2.1% | -1.4% |
| 30D | -22.4% | +4.3% | -26.7% | -23.5% |
| 3M | -27.3% | +5.4% | -32.8% | -28.7% |
| 6M | -28.5% | +8.2% | -36.6% | -30.9% |
| YTD | -6.6% | +14.1% | -20.7% | -11.9% |
| 1Y | +20.4% | +28.1% | -7.7% | +7.9% |
| 3Y | +90.9% | +25.3% | +65.6% | +66.4% |
| All | +167.1% | +26.8% | +140.2% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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