+127.8%
BP vs BUD
+201.1%
-73.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | +3.9% | +0.3% | +3.7% | +3.8% |
| 30D | +7.6% | -5.7% | +13.3% | +10.3% |
| 3M | +0.7% | +3.1% | -2.4% | -1.2% |
| 6M | +15.5% | +7.9% | +7.6% | +9.9% |
| YTD | +30.8% | +27.3% | +3.5% | +14.7% |
| 1Y | +34.3% | +37.8% | -3.5% | +12.9% |
| 3Y | +35.1% | +49.8% | -14.8% | +5.2% |
| 5Y | +126.8% | +43.8% | +83.0% | +75.4% |
| 10Y | +123.4% | -22.6% | +146.0% | +113.8% |
| All | +127.8% | +201.1% | -73.3% | +9.2% |
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