+73.1%
BAC vs QSR
+43.4%
+29.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +1.0% |
| 7D | +0.6% | -2.4% | +3.0% | +1.4% |
| 30D | -1.4% | +5.7% | -7.1% | -3.3% |
| 3M | +15.7% | +6.9% | +8.8% | +12.6% |
| 6M | +32.2% | +6.9% | +25.3% | +28.0% |
| YTD | +15.8% | +14.9% | +0.9% | +8.7% |
| 1Y | +27.3% | +29.1% | -1.8% | +13.7% |
| 3Y | +137.5% | +26.1% | +111.3% | +107.7% |
| 5Y | +73.1% | +42.3% | +30.7% | +35.9% |
| All | +73.1% | +43.4% | +29.6% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling