-3.5%
BAC vs QLD
+13.0%
-16.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.7% | -0.8% |
| 7D | -1.9% | -1.2% | -0.7% | -1.8% |
| 30D | -7.2% | -15.7% | +8.5% | -5.0% |
| 3M | -20.4% | -10.0% | -10.4% | -19.4% |
| 6M | +1.3% | -11.2% | +12.5% | +1.6% |
| YTD | -6.4% | +16.4% | -22.7% | -14.9% |
| 1Y | -3.5% | +12.7% | -16.2% | -11.5% |
| All | -3.5% | +13.0% | -16.5% | -11.5% |
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