+130.2%
QQQ vs NXT
+213.5%
-83.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.4% |
| 7D | +3.6% | -9.4% | +13.0% | +4.8% |
| 30D | -6.7% | +15.1% | -21.8% | -8.4% |
| 3M | -7.0% | -9.1% | +2.1% | -6.4% |
| 6M | -4.7% | -30.3% | +25.6% | -1.9% |
| YTD | +11.1% | +9.1% | +2.0% | +8.7% |
| 1Y | +12.3% | +7.9% | +4.4% | +9.9% |
| 3Y | +83.3% | +176.5% | -93.2% | +59.9% |
| All | +130.2% | +213.5% | -83.3% | +96.0% |
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