+80.4%
BAC vs BIL
+30.4%
+50.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | +0.2% |
| 7D | +1.1% | +0.1% | +1.0% | +1.9% |
| 30D | -0.4% | +0.3% | -0.7% | +2.7% |
| 3M | +16.9% | +0.9% | +16.0% | +27.8% |
| 6M | +26.6% | +1.8% | +24.8% | +50.6% |
| YTD | +15.8% | +2.4% | +13.3% | +45.8% |
| 1Y | +27.2% | +3.7% | +23.4% | +80.4% |
| 3Y | +132.4% | +14.2% | +118.2% | +744.3% |
| 5Y | +72.6% | +19.4% | +53.2% | +891.4% |
| 10Y | +389.7% | +25.2% | +364.5% | +4,556.6% |
| All | +80.4% | +30.4% | +50.1% | +1,681.3% |
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