+44.3%
BUD vs BG
+84.9%
-40.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -1.3% | +0.5% | -1.8% | -1.4% |
| 30D | -6.1% | +10.3% | -16.5% | -7.7% |
| 3M | -3.8% | -1.9% | -1.9% | -3.6% |
| 6M | +8.2% | +5.2% | +2.9% | +6.7% |
| YTD | +23.6% | +41.2% | -17.6% | +15.7% |
| 1Y | +33.4% | +50.5% | -17.1% | +23.3% |
| 3Y | +45.3% | +19.9% | +25.4% | +38.7% |
| 5Y | +44.3% | +86.7% | -42.4% | +17.3% |
| All | +44.3% | +84.9% | -40.6% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling