+22.6%
BAC vs QSR
+53.9%
-31.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +3.2% | -2.9% | +6.2% | +4.3% |
| 30D | -0.7% | +4.1% | -4.9% | -2.1% |
| 3M | -20.0% | -0.7% | -19.3% | -20.1% |
| 6M | +3.4% | +0.4% | +3.0% | +2.6% |
| YTD | -5.7% | +13.5% | -19.3% | -11.4% |
| 1Y | -1.4% | +11.0% | -12.4% | -6.6% |
| 3Y | +97.9% | +22.0% | +75.9% | +75.0% |
| All | +22.6% | +53.9% | -31.3% | -9.1% |
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