+30.7%
BIL vs NDAQ
+1,158.7%
-1,128.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -0.3% | +0.8% | -1.1% | -0.3% |
| 30D | 0.0% | +16.5% | -16.5% | 0.0% |
| 3M | +0.6% | +13.5% | -12.9% | +0.6% |
| 6M | +1.5% | +20.9% | -19.4% | +1.6% |
| YTD | +2.8% | +11.4% | -8.7% | +2.8% |
| 1Y | +3.3% | +25.9% | -22.6% | +3.4% |
| 3Y | +13.5% | +119.9% | -106.4% | +13.6% |
| 5Y | +19.8% | +61.7% | -42.0% | +19.9% |
| 10Y | +25.6% | +481.6% | -456.0% | +25.9% |
| All | +30.7% | +1,158.7% | -1,128.0% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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