+237.7%
BAC vs BIL
+25.7%
+212.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | -6.7% | 0.0% | -6.7% | -6.6% |
| 3M | -20.2% | +0.6% | -20.8% | -19.6% |
| 6M | -0.2% | +1.5% | -1.7% | +1.9% |
| YTD | -6.4% | +2.8% | -9.2% | -3.1% |
| 1Y | -3.1% | +3.3% | -6.4% | +0.9% |
| 3Y | +96.7% | +13.4% | +83.3% | +122.2% |
| 5Y | +21.3% | +19.8% | +1.4% | +39.0% |
| 10Y | +237.7% | +25.7% | +212.1% | +257.7% |
| All | +237.7% | +25.7% | +212.1% | +257.7% |
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 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