+94.8%
BN vs BUD
+49.6%
+45.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -2.0% |
| 7D | -1.0% | +1.0% | -2.0% | -1.3% |
| 30D | +14.0% | +6.7% | +7.3% | +11.5% |
| 3M | -9.0% | +5.7% | -14.7% | -10.8% |
| 6M | -8.8% | +5.8% | -14.6% | -11.0% |
| YTD | -10.3% | +34.4% | -44.7% | -20.0% |
| 1Y | -5.8% | +33.3% | -39.1% | -15.8% |
| 3Y | +94.8% | +48.8% | +46.0% | +49.5% |
| All | +94.8% | +49.6% | +45.2% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling