-24.1%
BUD vs BG
+171.4%
-195.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -3.2% | +3.7% | -6.9% | -4.1% |
| 30D | -3.7% | +12.3% | -16.0% | -6.7% |
| 3M | -4.4% | -2.2% | -2.2% | -4.3% |
| 6M | +7.7% | +5.3% | +2.4% | +5.4% |
| YTD | +23.1% | +42.4% | -19.4% | +10.9% |
| 1Y | +33.6% | +55.2% | -21.6% | +17.2% |
| 3Y | +44.7% | +21.0% | +23.7% | +33.7% |
| 5Y | +44.9% | +87.1% | -42.2% | +13.1% |
| All | -24.1% | +171.4% | -195.5% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling