+61.3%
BAC vs QID
-100.0%
+161.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | -2.6% |
| 7D | -1.9% | -1.1% | -0.7% | -1.9% |
| 30D | -7.2% | +14.4% | -21.6% | +1.0% |
| 3M | -20.4% | +6.7% | -27.1% | -16.5% |
| 6M | +1.3% | +2.6% | -1.3% | +4.9% |
| YTD | -6.4% | -24.2% | +17.8% | -17.1% |
| 1Y | -3.5% | -22.3% | +18.8% | -13.0% |
| 3Y | +96.7% | -72.0% | +168.7% | +8.8% |
| 5Y | +20.6% | -78.2% | +98.8% | -31.0% |
| 10Y | +233.0% | -99.1% | +332.1% | -70.4% |
| All | +61.3% | -100.0% | +161.3% | -97.8% |
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 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