+1,570.0%
QQQ vs BIL
+30.8%
+1,539.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.6% |
| 7D | -1.5% | +0.1% | -1.6% | -1.2% |
| 30D | -10.2% | 0.0% | -10.2% | -10.3% |
| 3M | -6.3% | +0.6% | -6.9% | -3.7% |
| 6M | -4.9% | +1.5% | -6.4% | +1.9% |
| YTD | +10.2% | +2.8% | +7.4% | +25.0% |
| 1Y | +8.8% | +3.3% | +5.5% | +26.3% |
| 3Y | +81.4% | +13.4% | +68.0% | +222.5% |
| 5Y | +78.5% | +19.8% | +58.7% | +314.2% |
| 10Y | +523.8% | +25.7% | +498.2% | +1,745.5% |
| All | +1,570.0% | +30.8% | +1,539.2% | +5,235.7% |
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