Shot on 35mm, all of the visuals for the film were captured in-camera with experimental optical effects and trick photography.
Don's previous work, The Meaning of Life, took substantially longer to animate. It's Such a Beautiful Day was made in a short time by not roughing drawings or inking them, instead just photographing pencils. The sped up workflow allowed for (but also necessitated) more experimentation with the camera.
This film is in the Official Top 250 Narrative Feature Films on Letterboxd.
Around the 12:52 min mark, a strange bird utters the phrase "the power of Christ compels you!". That phrase is from the film 'O Exorcista (1973)' and it's addressed to the possessed girl in order to remove the demon inside her.
Shares the same title as the final short film in the trilogy.