+1,481.8%
QQQ vs BAC
+191.3%
+1,290.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | +3.6% | +3.2% | +0.4% | +2.7% |
| 30D | -6.7% | -0.7% | -6.0% | -6.5% |
| 3M | -7.0% | -20.0% | +13.0% | -1.2% |
| 6M | -4.7% | +3.4% | -8.1% | -5.8% |
| YTD | +11.1% | -5.7% | +16.8% | +12.4% |
| 1Y | +12.3% | -1.4% | +13.7% | +12.2% |
| 3Y | +83.3% | +97.9% | -14.6% | +49.8% |
| 5Y | +77.5% | +22.9% | +54.6% | +63.8% |
| 10Y | +528.3% | +235.3% | +292.9% | +326.6% |
| All | +1,481.8% | +191.3% | +1,290.5% | +673.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling