+8.2%
BR vs BUD
+44.8%
-36.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -3.0% | -2.6% | -0.3% | -2.4% |
| 30D | -0.3% | -1.2% | +0.9% | 0.0% |
| 3M | +17.3% | -4.9% | +22.2% | +18.6% |
| 6M | -6.7% | +9.3% | -16.0% | -9.2% |
| YTD | -23.4% | +24.0% | -47.4% | -28.2% |
| 1Y | -32.7% | +34.5% | -67.2% | -38.4% |
| 3Y | -5.9% | +43.7% | -49.6% | -16.8% |
| All | +8.2% | +44.8% | -36.5% | -8.0% |
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