+1,392.0%
BN vs BUD
+201.1%
+1,190.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.4% |
| 7D | -2.5% | +0.3% | -2.7% | -2.6% |
| 30D | -9.5% | -5.7% | -3.8% | -7.0% |
| 3M | -10.4% | +3.1% | -13.5% | -12.1% |
| 6M | -6.4% | +7.9% | -14.2% | -10.4% |
| YTD | -11.9% | +27.3% | -39.2% | -22.6% |
| 1Y | -8.6% | +37.8% | -46.4% | -23.2% |
| 3Y | +77.6% | +49.8% | +27.7% | +40.2% |
| 5Y | +37.0% | +43.8% | -6.8% | +9.1% |
| 10Y | +266.4% | -22.6% | +289.0% | +262.8% |
| All | +1,392.0% | +201.1% | +1,190.9% | +539.5% |
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 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