+94.4%
QQQ vs BAC
+71.7%
+22.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +1.5% | +1.2% | +0.4% | +1.0% |
| 30D | -0.6% | -0.7% | +0.1% | -0.4% |
| 3M | +0.4% | +16.9% | -16.5% | -6.1% |
| 6M | +20.1% | +29.6% | -9.5% | +7.2% |
| YTD | +17.2% | +15.3% | +2.0% | +9.7% |
| 1Y | +24.7% | +28.8% | -4.1% | +11.0% |
| 3Y | +96.2% | +136.4% | -40.2% | +30.7% |
| 5Y | +94.4% | +72.9% | +21.5% | +48.2% |
| All | +94.4% | +71.7% | +22.7% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling