+392.9%
BAC vs QSR
+135.2%
+257.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | 0.0% | -4.0% | +4.0% | +1.8% |
| 30D | -2.8% | +2.8% | -5.5% | -4.1% |
| 3M | +14.2% | +5.1% | +9.1% | +11.1% |
| 6M | +30.5% | +8.8% | +21.7% | +24.4% |
| YTD | +15.8% | +14.8% | +1.0% | +7.2% |
| 1Y | +26.2% | +25.7% | +0.4% | +11.6% |
| 3Y | +136.5% | +27.5% | +109.0% | +102.5% |
| 5Y | +75.9% | +41.3% | +34.7% | +41.2% |
| All | +392.9% | +135.2% | +257.7% | +222.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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