+42.3%
BAC vs BIL
+30.4%
+11.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.4% |
| 7D | -1.2% | -0.3% | -0.9% | -3.5% |
| 30D | -7.7% | 0.0% | -7.7% | -7.6% |
| 3M | -21.2% | +0.3% | -21.5% | -18.8% |
| 6M | -6.8% | +1.2% | -8.1% | +4.8% |
| YTD | -8.7% | +2.5% | -11.2% | +15.1% |
| 1Y | -5.3% | +3.0% | -8.3% | +26.1% |
| 3Y | +87.4% | +13.2% | +74.3% | +522.4% |
| 5Y | +18.9% | +19.4% | -0.5% | +584.9% |
| 10Y | +273.3% | +25.2% | +248.1% | +3,446.2% |
| All | +42.3% | +30.4% | +11.9% | +1,306.2% |
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 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