+180.5%
NXT vs QSR
+29.8%
+150.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.7% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | -17.2% | +5.9% | -23.2% | -18.7% |
| 3M | -32.0% | +10.5% | -42.5% | -34.2% |
| 6M | -15.8% | +7.7% | -23.5% | -18.3% |
| YTD | -1.9% | +16.8% | -18.7% | -8.0% |
| 1Y | +22.5% | +30.9% | -8.4% | +9.2% |
| 3Y | +100.5% | +28.2% | +72.4% | +73.7% |
| All | +180.5% | +29.8% | +150.7% | +142.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling