+21.9%
BAC vs QID
-76.4%
+98.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.8% | +9.1% | +0.4% |
| 7D | +2.0% | -0.8% | +2.8% | +2.2% |
| 30D | -6.9% | +20.1% | -27.0% | -1.5% |
| 3M | -19.6% | +11.8% | -31.4% | -16.4% |
| 6M | -0.5% | +5.5% | -6.0% | +2.5% |
| YTD | -6.6% | -21.5% | +14.9% | -11.2% |
| 1Y | -3.0% | -22.6% | +19.7% | -7.8% |
| 3Y | +97.3% | -72.3% | +169.6% | +47.5% |
| 5Y | +21.9% | -76.9% | +98.8% | -8.7% |
| All | +21.9% | -76.4% | +98.3% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling