+256.6%
QLD vs NXT
+229.3%
+27.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | -0.1% |
| 7D | -3.8% | +4.0% | -7.7% | -4.6% |
| 30D | -20.5% | +15.9% | -36.5% | -23.4% |
| 3M | -14.6% | -3.0% | -11.6% | -14.6% |
| 6M | -14.7% | -20.7% | +6.1% | -11.4% |
| YTD | +11.2% | +14.6% | -3.4% | +6.4% |
| 1Y | +7.1% | -7.1% | +14.2% | +6.3% |
| 3Y | +141.1% | +189.4% | -48.3% | +84.8% |
| All | +256.6% | +229.3% | +27.2% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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