+263.2%
BAC vs QLD
+1,375.1%
-1,111.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.6% |
| 7D | -1.2% | -10.3% | +9.1% | +2.3% |
| 30D | -7.7% | -26.1% | +18.4% | +1.8% |
| 3M | -21.2% | -17.8% | -3.4% | -16.4% |
| 6M | -6.8% | -15.6% | +8.7% | -3.7% |
| YTD | -8.7% | +5.4% | -14.1% | -13.3% |
| 1Y | -5.3% | +5.2% | -10.5% | -10.2% |
| 3Y | +87.4% | +139.4% | -52.0% | +25.7% |
| 5Y | +18.9% | +66.7% | -47.8% | -14.9% |
| All | +263.2% | +1,375.1% | -1,111.9% | +5.9% |
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