+189.9%
BAC vs QQQM
+152.0%
+37.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | 0.0% | -0.6% | +0.6% | +0.3% |
| 30D | -2.8% | -1.2% | -1.6% | -2.3% |
| 3M | +14.2% | -0.1% | +14.3% | +13.8% |
| 6M | +30.5% | +18.0% | +12.6% | +18.7% |
| YTD | +15.8% | +16.7% | -0.9% | +5.8% |
| 1Y | +26.2% | +23.0% | +3.1% | +11.9% |
| 3Y | +136.5% | +93.3% | +43.2% | +65.7% |
| 5Y | +75.9% | +96.3% | -20.3% | +14.8% |
| All | +189.9% | +152.0% | +37.9% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQM.
Daily Out/Under-Performance
Portfolio return minus QQQM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQM 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 QQQM 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