+313.4%
QLD vs NXT
+178.8%
+134.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | +0.6% | -1.1% | +1.7% | +0.8% |
| 30D | -0.1% | -15.3% | +15.2% | +3.5% |
| 3M | -8.4% | -43.8% | +35.4% | +3.2% |
| 6M | +32.2% | -18.7% | +50.9% | +37.1% |
| YTD | +28.9% | -3.0% | +31.9% | +28.6% |
| 1Y | +43.8% | +22.7% | +21.1% | +36.7% |
| 3Y | +176.6% | +95.9% | +80.7% | +130.2% |
| All | +313.4% | +178.8% | +134.6% | +214.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling