+1,506.2%
QQQ vs BAC
+189.3%
+1,316.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | -0.2% | -1.9% | +1.6% | +0.3% |
| 30D | -7.5% | -7.2% | -0.3% | -5.5% |
| 3M | -3.8% | -20.4% | +16.6% | +2.4% |
| 6M | -3.0% | +1.3% | -4.3% | -3.6% |
| YTD | +12.8% | -6.4% | +19.2% | +14.3% |
| 1Y | +11.6% | -3.5% | +15.1% | +12.2% |
| 3Y | +85.6% | +96.7% | -11.1% | +51.9% |
| 5Y | +82.1% | +20.6% | +61.5% | +68.9% |
| 10Y | +538.0% | +233.0% | +304.9% | +334.0% |
| All | +1,506.2% | +189.3% | +1,316.9% | +687.0% |
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