+56.5%
B vs BUD
+214.6%
-158.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | +9.6% | +4.5% | +5.1% | +8.6% |
| 30D | +3.5% | +12.5% | -9.0% | +0.9% |
| 3M | -1.6% | 0.0% | -1.6% | -1.7% |
| 6M | -1.7% | +3.8% | -5.5% | -2.8% |
| YTD | -5.3% | +33.1% | -38.4% | -11.2% |
| 1Y | +27.2% | +35.5% | -8.3% | +18.9% |
| 3Y | +166.1% | +49.4% | +116.7% | +143.0% |
| 5Y | +136.5% | +48.0% | +88.4% | +114.0% |
| 10Y | +172.2% | -8.6% | +180.8% | +165.9% |
| All | +56.5% | +214.6% | -158.1% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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