+131.5%
BP vs BUD
+214.6%
-83.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.3% |
| 7D | -11.6% | +4.5% | -16.1% | -13.6% |
| 30D | 0.0% | +12.5% | -12.5% | -5.6% |
| 3M | +6.7% | 0.0% | +6.8% | +6.0% |
| 6M | +2.2% | +3.8% | -1.6% | -0.7% |
| YTD | +33.0% | +33.1% | -0.1% | +13.6% |
| 1Y | +30.7% | +35.5% | -4.8% | +10.6% |
| 3Y | +44.2% | +49.4% | -5.2% | +12.7% |
| 5Y | +105.1% | +48.0% | +57.1% | +56.6% |
| 10Y | +133.5% | -8.6% | +142.1% | +105.3% |
| All | +131.5% | +214.6% | -83.1% | +8.2% |
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