+66.7%
BAC vs QLD
+8,245.8%
-8,179.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +2.9% |
| 7D | +1.5% | -9.4% | +10.9% | +7.0% |
| 30D | -4.4% | -17.1% | +12.7% | +5.4% |
| 3M | -17.5% | -10.4% | -7.1% | -13.3% |
| 6M | -0.1% | +0.7% | -0.8% | -4.4% |
| YTD | -4.6% | +17.7% | -22.4% | -17.4% |
| 1Y | -1.5% | +14.7% | -16.2% | -13.9% |
| 3Y | +95.2% | +169.6% | -74.4% | -5.0% |
| 5Y | +23.3% | +86.7% | -63.4% | -35.7% |
| 10Y | +290.0% | +1,600.8% | -1,310.8% | -68.7% |
| All | +66.7% | +8,245.8% | -8,179.1% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling