+30.3%
BN vs BUD
+48.8%
-18.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.2% |
| 7D | +5.3% | +4.5% | +0.9% | +3.2% |
| 30D | +11.9% | +12.5% | -0.6% | +5.6% |
| 3M | -5.7% | 0.0% | -5.7% | -6.0% |
| 6M | -10.6% | +3.8% | -14.4% | -12.9% |
| YTD | -9.4% | +33.1% | -42.4% | -22.9% |
| 1Y | -8.8% | +35.5% | -44.3% | -23.3% |
| 3Y | +95.6% | +49.4% | +46.2% | +50.1% |
| All | +30.3% | +48.8% | -18.5% | -4.4% |
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