+391.9%
BAC vs QID
-99.1%
+491.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | +0.6% |
| 7D | -0.3% | +2.7% | -3.0% | +0.7% |
| 30D | -1.8% | +3.3% | -5.1% | -0.6% |
| 3M | +15.3% | -5.5% | +20.8% | +13.7% |
| 6M | +30.2% | -28.4% | +58.6% | +17.2% |
| YTD | +15.6% | -26.6% | +42.1% | +5.5% |
| 1Y | +27.5% | -34.1% | +61.6% | +12.5% |
| 3Y | +137.0% | -73.7% | +210.7% | +62.1% |
| 5Y | +75.6% | -80.7% | +156.2% | +22.2% |
| All | +391.9% | -99.1% | +491.0% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling