+27.3%
BAC vs QID
-35.9%
+63.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.5% |
| 7D | +0.6% | -1.9% | +2.5% | +0.4% |
| 30D | -1.4% | +1.7% | -3.1% | -1.1% |
| 3M | +15.7% | -3.9% | +19.7% | +15.0% |
| 6M | +32.2% | -30.0% | +62.2% | +20.7% |
| YTD | +15.8% | -28.2% | +44.0% | +6.4% |
| 1Y | +27.3% | -35.6% | +62.9% | +16.1% |
| All | +27.3% | -35.9% | +63.1% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling