+1,677.5%
QQQ vs BIL
+30.4%
+1,647.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.3% |
| 7D | +0.4% | +0.1% | +0.3% | +0.8% |
| 30D | +0.2% | +0.3% | -0.1% | +1.8% |
| 3M | -2.8% | +0.9% | -3.8% | +1.5% |
| 6M | +18.0% | +1.8% | +16.2% | +28.2% |
| YTD | +17.3% | +2.4% | +14.9% | +31.0% |
| 1Y | +25.6% | +3.7% | +21.9% | +48.4% |
| 3Y | +93.7% | +14.2% | +79.6% | +255.7% |
| 5Y | +94.2% | +19.4% | +74.7% | +343.2% |
| 10Y | +557.9% | +25.2% | +532.6% | +1,814.7% |
| All | +1,677.5% | +30.4% | +1,647.1% | +5,493.4% |
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