+143.2%
QQQ vs NXT
+178.8%
-35.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +0.4% | -1.1% | +1.5% | +0.5% |
| 30D | +0.2% | -15.3% | +15.6% | +2.0% |
| 3M | -2.8% | -43.8% | +41.0% | +2.9% |
| 6M | +18.0% | -18.7% | +36.7% | +19.7% |
| YTD | +17.3% | -3.0% | +20.3% | +16.7% |
| 1Y | +25.6% | +22.7% | +2.9% | +21.9% |
| 3Y | +93.7% | +95.9% | -2.2% | +75.3% |
| All | +143.2% | +178.8% | -35.6% | +110.5% |
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 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