-0.1%
BAC vs QLD
+0.2%
-0.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.8% |
| 7D | +1.5% | -9.4% | +10.9% | +2.0% |
| 30D | -4.4% | -17.1% | +12.7% | -3.6% |
| 3M | -17.5% | -10.4% | -7.1% | -17.0% |
| 6M | -0.1% | +0.7% | -0.8% | 0.0% |
| All | -0.1% | +0.2% | -0.3% | 0.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling