+22.6%
QQQ vs BAC
+26.8%
-4.2%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | -1.4% | -1.8% | +0.4% | -1.0% |
| 3M | +2.3% | +15.3% | -13.0% | -1.3% |
| 6M | +16.9% | +30.2% | -13.3% | +8.7% |
| YTD | +15.6% | +15.6% | +0.1% | +10.5% |
| 1Y | +22.6% | +27.5% | -4.8% | +14.3% |
| All | +22.6% | +26.8% | -4.2% | +14.3% |
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