+199.5%
BUD vs BG
+196.2%
+3.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.5% |
| 7D | +0.3% | +2.8% | -2.5% | -0.6% |
| 30D | -5.7% | +12.0% | -17.7% | -8.8% |
| 3M | +3.1% | -7.7% | +10.8% | +4.9% |
| 6M | +7.9% | +4.5% | +3.4% | +5.5% |
| YTD | +27.3% | +35.7% | -8.4% | +15.3% |
| 1Y | +37.8% | +50.1% | -12.3% | +20.5% |
| 3Y | +49.8% | +12.6% | +37.2% | +40.1% |
| 5Y | +43.8% | +75.4% | -31.6% | +13.1% |
| 10Y | -22.6% | +150.5% | -173.1% | -50.3% |
| All | +199.5% | +196.2% | +3.4% | +71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling