-3.4%
BAC vs QLD
+9.9%
-13.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.8% | -4.5% | +1.2% |
| 7D | +2.0% | -1.4% | +3.4% | +2.1% |
| 30D | -6.9% | -19.6% | +12.6% | -4.1% |
| 3M | -19.6% | -14.1% | -5.4% | -17.9% |
| 6M | -0.5% | -13.6% | +13.2% | +0.2% |
| YTD | -6.6% | +12.5% | -19.2% | -14.6% |
| All | -3.4% | +9.9% | -13.2% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling