+93.3%
QQQ vs NXT
+89.5%
+3.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.1% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | -0.6% | -20.0% | +19.3% | +1.8% |
| 3M | +1.3% | -30.9% | +32.2% | +5.2% |
| 6M | +18.1% | -23.8% | +42.0% | +20.8% |
| YTD | +16.9% | -5.4% | +22.3% | +16.7% |
| 1Y | +24.0% | +28.0% | -4.1% | +20.1% |
| All | +93.3% | +89.5% | +3.8% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling