+216.2%
BUD vs BG
+153.6%
+62.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.5% | +0.7% |
| 7D | +1.0% | +2.6% | -1.6% | +0.3% |
| 30D | +6.7% | -6.7% | +13.3% | +8.7% |
| 3M | +5.7% | -9.3% | +15.0% | +8.1% |
| 6M | +5.8% | -18.3% | +24.2% | +10.9% |
| YTD | +34.4% | +16.2% | +18.2% | +26.7% |
| 1Y | +33.3% | +7.6% | +25.7% | +28.4% |
| 3Y | +48.8% | +6.6% | +42.3% | +40.7% |
| 5Y | +52.5% | +22.2% | +30.3% | +33.9% |
| 10Y | -4.0% | +112.0% | -116.0% | -35.3% |
| All | +216.2% | +153.6% | +62.5% | +88.0% |
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