+30.8%
BIL vs NDAQ
+1,188.8%
-1,158.0%
-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% | +0.3% | 0.0% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | 0.0% | +16.3% | -16.3% | 0.0% |
| 3M | +0.6% | +15.8% | -15.2% | +0.6% |
| 6M | +1.5% | +24.8% | -23.3% | +1.5% |
| YTD | +2.8% | +14.1% | -11.3% | +2.8% |
| 1Y | +3.3% | +26.5% | -23.2% | +3.4% |
| 3Y | +13.4% | +119.1% | -105.7% | +13.5% |
| 5Y | +19.8% | +70.9% | -51.1% | +19.9% |
| 10Y | +25.7% | +479.7% | -454.0% | +26.1% |
| All | +30.8% | +1,188.8% | -1,158.0% | +31.4% |
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