+6,015.1%
QLD vs BIL
+30.3%
+5,984.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -9.4% | -0.3% | -9.1% | -11.6% |
| 30D | -17.1% | 0.0% | -17.0% | -17.2% |
| 3M | -10.4% | +0.3% | -10.7% | -7.7% |
| 6M | +0.7% | +1.2% | -0.5% | +13.1% |
| YTD | +17.7% | +2.4% | +15.3% | +48.2% |
| 1Y | +14.7% | +3.0% | +11.6% | +52.9% |
| 3Y | +169.6% | +13.1% | +156.5% | +787.5% |
| 5Y | +86.7% | +19.4% | +67.3% | +961.9% |
| 10Y | +1,600.8% | +25.1% | +1,575.6% | +15,955.8% |
| All | +6,015.1% | +30.3% | +5,984.7% | +68,132.9% |
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