+135.1%
BAC vs BIL
+14.1%
+120.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | +0.1% |
| 7D | +1.1% | +0.1% | +1.0% | +1.5% |
| 30D | -0.4% | +0.3% | -0.7% | +1.1% |
| 3M | +16.9% | +0.9% | +16.0% | +22.5% |
| 6M | +26.6% | +1.8% | +24.8% | +37.4% |
| YTD | +15.8% | +2.4% | +13.3% | +28.2% |
| 1Y | +27.2% | +3.7% | +23.4% | +49.3% |
| All | +135.1% | +14.1% | +120.9% | +267.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling