+31.3%
BIL vs QID
-100.0%
+131.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | 0.0% |
| 7D | +0.1% | -7.1% | +7.2% | +0.1% |
| 30D | +0.3% | +12.6% | -12.3% | +0.3% |
| 3M | +1.0% | +14.2% | -13.3% | +0.9% |
| 6M | +1.9% | +6.2% | -4.3% | +1.9% |
| YTD | +3.2% | -21.8% | +25.0% | +3.2% |
| 1Y | +3.7% | -23.1% | +26.8% | +3.7% |
| 3Y | +13.8% | -71.3% | +85.1% | +14.0% |
| 5Y | +20.3% | -77.0% | +97.3% | +20.4% |
| 10Y | +26.2% | -99.0% | +125.2% | +27.0% |
| All | +31.3% | -100.0% | +131.2% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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