-28.9%
BB vs BUD
+46.3%
-75.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -5.6% | +0.3% | -5.9% | -5.8% |
| 30D | -11.8% | -5.7% | -6.1% | -9.6% |
| 3M | -25.5% | +3.1% | -28.7% | -27.2% |
| 6M | +121.3% | +7.9% | +113.4% | +110.2% |
| YTD | +103.2% | +27.3% | +75.8% | +75.6% |
| 1Y | +102.6% | +37.8% | +64.8% | +66.3% |
| 3Y | +37.5% | +49.8% | -12.3% | +3.1% |
| All | -28.9% | +46.3% | -75.2% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling