-1.7%
BAC vs Q
+68.3%
-70.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.3% |
| 7D | +3.2% | +1.2% | +2.1% | +3.1% |
| 30D | -0.7% | -2.7% | +2.0% | -0.6% |
| 3M | -20.0% | -16.9% | -3.0% | -19.0% |
| 6M | +3.4% | -26.9% | +30.3% | +5.3% |
| YTD | -5.7% | +45.2% | -51.0% | -11.1% |
| 1Y | -1.4% | +38.1% | -39.6% | -6.8% |
| All | -1.7% | +68.3% | -70.0% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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