+18.0%
BAC vs BIL
+19.4%
-1.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | -0.3% | -0.9% | -1.0% |
| 30D | -7.7% | 0.0% | -7.7% | -7.5% |
| 3M | -21.2% | +0.3% | -21.5% | -20.3% |
| 6M | -6.8% | +1.2% | -8.1% | -4.0% |
| YTD | -8.7% | +2.5% | -11.2% | -4.5% |
| 1Y | -5.3% | +3.0% | -8.3% | 0.0% |
| 3Y | +87.4% | +13.2% | +74.3% | +114.4% |
| All | +18.0% | +19.4% | -1.5% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling