+5,236.7%
QLD vs BIL
+30.3%
+5,206.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | 0.0% | -12.7% | -12.6% |
| 7D | -18.6% | -0.3% | -18.3% | -20.6% |
| 30D | -28.3% | 0.0% | -28.3% | -28.4% |
| 3M | -20.4% | +0.3% | -20.7% | -18.0% |
| 6M | -14.3% | +1.2% | -15.5% | -3.8% |
| YTD | +2.8% | +2.4% | +0.3% | +29.5% |
| 1Y | -1.2% | +3.0% | -4.2% | +31.7% |
| 3Y | +135.3% | +13.1% | +122.2% | +675.4% |
| 5Y | +62.6% | +19.4% | +43.2% | +825.9% |
| 10Y | +1,384.3% | +25.2% | +1,359.1% | +13,928.4% |
| All | +5,236.7% | +30.3% | +5,206.4% | +59,516.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling