+99.5%
BAC vs QID
-100.0%
+199.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.3% |
| 7D | +1.1% | -0.6% | +1.7% | +0.8% |
| 30D | -0.4% | 0.0% | -0.4% | -0.4% |
| 3M | +16.9% | +3.7% | +13.2% | +20.4% |
| 6M | +26.6% | -29.9% | +56.5% | +5.6% |
| YTD | +15.8% | -28.8% | +44.6% | -2.1% |
| 1Y | +27.2% | -37.2% | +64.3% | +0.9% |
| 3Y | +132.4% | -73.7% | +206.1% | +23.6% |
| 5Y | +72.6% | -80.7% | +153.3% | -9.1% |
| 10Y | +389.7% | -99.1% | +488.9% | -58.1% |
| All | +99.5% | -100.0% | +199.5% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling