+396.6%
BAC vs QLD
+1,646.9%
-1,250.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | -0.4% | -0.1% | -0.3% | -0.5% |
| 3M | +16.9% | -8.4% | +25.3% | +18.8% |
| 6M | +26.6% | +32.2% | -5.6% | +12.3% |
| YTD | +15.8% | +28.9% | -13.1% | +3.4% |
| 1Y | +27.2% | +43.8% | -16.7% | +8.5% |
| 3Y | +132.4% | +176.6% | -44.2% | +49.1% |
| 5Y | +72.6% | +121.6% | -49.0% | +11.8% |
| All | +396.6% | +1,646.9% | -1,250.3% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling