+237.9%
QLD vs NXT
+246.1%
-8.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.3% | -2.8% | +1.3% |
| 7D | -10.3% | +32.2% | -42.5% | -16.0% |
| 30D | -26.1% | +21.9% | -48.0% | -29.5% |
| 3M | -17.8% | +6.6% | -24.3% | -19.4% |
| 6M | -15.6% | -16.8% | +1.2% | -13.3% |
| YTD | +5.4% | +20.4% | -15.1% | -0.3% |
| 1Y | +5.2% | -1.5% | +6.8% | +3.2% |
| 3Y | +139.4% | +182.4% | -42.9% | +84.1% |
| All | +237.9% | +246.1% | -8.2% | +144.1% |
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