+57.3%
BAC vs QID
-100.0%
+157.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | -2.1% |
| 7D | -1.2% | +9.4% | -10.6% | +4.3% |
| 30D | -7.7% | +31.2% | -38.9% | +8.2% |
| 3M | -21.2% | +17.4% | -38.6% | -12.9% |
| 6M | -6.8% | +8.4% | -15.3% | -0.8% |
| YTD | -8.7% | -15.8% | +7.1% | -14.5% |
| 1Y | -5.3% | -16.3% | +11.1% | -11.2% |
| 3Y | +87.4% | -70.4% | +157.8% | +6.6% |
| 5Y | +18.9% | -74.8% | +93.7% | -26.1% |
| 10Y | +273.3% | -99.0% | +372.3% | -66.0% |
| All | +57.3% | -100.0% | +157.3% | -97.7% |
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 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