+181.1%
BAC vs QS
-47.0%
+228.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.6% | +7.1% | +0.8% |
| 7D | +0.6% | -4.2% | +4.8% | +0.8% |
| 30D | -1.4% | -15.7% | +14.3% | -0.5% |
| 3M | +15.7% | -28.7% | +44.4% | +17.4% |
| 6M | +32.2% | -23.2% | +55.4% | +33.1% |
| YTD | +15.8% | -49.9% | +65.7% | +19.1% |
| 1Y | +27.3% | -38.8% | +66.1% | +28.5% |
| 3Y | +137.5% | -24.0% | +161.5% | +127.9% |
| 5Y | +73.1% | -75.6% | +148.7% | +68.6% |
| All | +181.1% | -47.0% | +228.1% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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