+20.6%
BAC vs QS
-88.0%
+108.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.5% |
| 7D | -1.9% | -5.0% | +3.1% | -1.5% |
| 30D | -7.2% | -1.4% | -5.8% | -7.1% |
| 3M | -20.4% | -33.6% | +13.2% | -17.8% |
| 6M | +1.3% | -47.6% | +48.8% | +6.0% |
| YTD | -6.4% | -59.6% | +53.2% | -0.3% |
| 1Y | -3.5% | -73.5% | +70.0% | +6.6% |
| 3Y | +96.7% | -23.0% | +119.7% | +78.1% |
| 5Y | +20.6% | -89.4% | +110.0% | +30.6% |
| All | +20.6% | -88.0% | +108.6% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling