+1,520.2%
QLD vs BIL
+25.6%
+1,494.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | -1.2% | +0.1% | -1.3% | -1.1% |
| 30D | -15.7% | 0.0% | -15.7% | -15.5% |
| 3M | -10.0% | +0.6% | -10.6% | -8.6% |
| 6M | -11.2% | +1.5% | -12.7% | -8.4% |
| YTD | +16.4% | +2.8% | +13.6% | +21.5% |
| 1Y | +12.7% | +3.3% | +9.3% | +18.3% |
| 3Y | +152.3% | +13.4% | +138.9% | +146.2% |
| 5Y | +91.8% | +19.8% | +71.9% | +75.2% |
| 10Y | +1,520.2% | +25.7% | +1,494.5% | +1,320.9% |
| All | +1,520.2% | +25.6% | +1,494.6% | +1,320.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 10y: compounded portfolio wealth divided by compounded BIL 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…
10y analysis · Full analysis span regression · 6 months rolling