+23.0%
QQQ vs BAC
+27.7%
-4.7%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.5% |
| 3M | -0.2% | +14.2% | -14.4% | -3.4% |
| 6M | +17.9% | +30.5% | -12.6% | +9.6% |
| YTD | +16.6% | +15.8% | +0.8% | +11.4% |
| 1Y | +23.0% | +26.2% | -3.2% | +14.4% |
| All | +23.0% | +27.7% | -4.7% | +14.4% |
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