+136.4%
BAC vs QS
-19.7%
+156.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.6% |
| 7D | +1.2% | +2.2% | -1.0% | +1.0% |
| 30D | -0.7% | -8.1% | +7.3% | -0.3% |
| 3M | +16.9% | -27.0% | +44.0% | +18.8% |
| 6M | +29.6% | -16.4% | +46.0% | +29.9% |
| YTD | +15.3% | -46.4% | +61.6% | +18.6% |
| 1Y | +28.8% | -41.1% | +69.9% | +30.3% |
| 3Y | +136.4% | -18.6% | +155.0% | +118.2% |
| All | +136.4% | -19.7% | +156.1% | +118.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling