+136.4%
BAC vs QID
-74.5%
+210.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.4% |
| 7D | +1.2% | -2.7% | +3.9% | +0.5% |
| 30D | -0.7% | +1.8% | -2.5% | -0.3% |
| 3M | +16.9% | -2.2% | +19.1% | +16.9% |
| 6M | +29.6% | -32.1% | +61.7% | +17.1% |
| YTD | +15.3% | -28.6% | +43.8% | +6.0% |
| 1Y | +28.8% | -36.3% | +65.2% | +15.1% |
| 3Y | +136.4% | -74.4% | +210.8% | +75.1% |
| All | +136.4% | -74.5% | +210.9% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling