+534.7%
QQQ vs BIL
+26.1%
+508.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +3.6% | +0.1% | +3.5% | +3.7% |
| 30D | -6.7% | +0.3% | -7.1% | -6.5% |
| 3M | -7.0% | +1.0% | -8.0% | -6.4% |
| 6M | -4.7% | +1.9% | -6.5% | -3.4% |
| YTD | +11.1% | +3.2% | +7.9% | +12.9% |
| 1Y | +12.3% | +3.7% | +8.6% | +14.3% |
| 3Y | +83.3% | +13.8% | +69.5% | +76.4% |
| 5Y | +77.5% | +20.3% | +57.2% | +63.9% |
| All | +534.7% | +26.1% | +508.6% | +458.9% |
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