+12.3%
QQQ vs BAC
-0.5%
+12.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | 0.0% |
| 7D | -4.6% | +1.5% | -6.2% | -5.0% |
| 30D | -8.5% | -4.4% | -4.1% | -7.6% |
| 3M | -4.3% | -17.5% | +13.2% | -0.3% |
| 6M | +3.1% | -0.1% | +3.1% | +2.3% |
| YTD | +13.0% | -4.6% | +17.6% | +12.2% |
| 1Y | +12.3% | -1.5% | +13.8% | +9.9% |
| All | +12.3% | -0.5% | +12.8% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 1y: compounded portfolio wealth divided by compounded BAC 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…
1y analysis · Full analysis span regression · 6 months rolling