+558.6%
QQQ vs BAC
+400.8%
+157.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -1.2% | -2.8% | +1.6% | -0.2% |
| 3M | -0.2% | +14.2% | -14.4% | -5.3% |
| 6M | +17.9% | +30.5% | -12.6% | +6.3% |
| YTD | +16.6% | +15.8% | +0.8% | +9.7% |
| 1Y | +23.0% | +26.2% | -3.2% | +11.8% |
| 3Y | +92.9% | +136.5% | -43.6% | +36.0% |
| 5Y | +95.6% | +75.9% | +19.7% | +52.1% |
| All | +558.6% | +400.8% | +157.8% | +275.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling