+251.7%
BAC vs BIL
+25.6%
+226.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | -6.9% | 0.0% | -6.9% | -6.9% |
| 3M | -19.6% | +0.6% | -20.2% | -18.9% |
| 6M | -0.5% | +1.5% | -2.0% | +1.8% |
| YTD | -6.6% | +2.8% | -9.4% | -3.2% |
| 1Y | -3.0% | +3.3% | -6.3% | +1.3% |
| 3Y | +97.3% | +13.4% | +83.9% | +124.7% |
| 5Y | +21.9% | +19.8% | +2.0% | +41.4% |
| 10Y | +251.7% | +25.6% | +226.0% | +279.8% |
| All | +251.7% | +25.6% | +226.0% | +279.8% |
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