-2.1%
BR vs BUD
+50.2%
-52.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.5% | -3.4% |
| 7D | -5.3% | +0.3% | -5.6% | -5.3% |
| 30D | +6.4% | -5.7% | +12.1% | +7.5% |
| 3M | +13.6% | +3.1% | +10.5% | +12.9% |
| 6M | -6.7% | +7.9% | -14.6% | -8.3% |
| YTD | -21.1% | +27.3% | -48.4% | -25.5% |
| 1Y | -29.6% | +37.8% | -67.4% | -34.8% |
| All | -2.1% | +50.2% | -52.2% | -13.3% |
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