+296.5%
D vs BUD
+201.1%
+95.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | -2.6% | -5.7% | +3.1% | -1.3% |
| 3M | 0.0% | +3.1% | -3.1% | -0.8% |
| 6M | +7.4% | +7.9% | -0.5% | +5.1% |
| YTD | +15.9% | +27.3% | -11.5% | +9.1% |
| 1Y | +18.1% | +37.8% | -19.7% | +9.1% |
| 3Y | +58.4% | +49.8% | +8.5% | +42.4% |
| 5Y | +5.2% | +43.8% | -38.6% | -5.9% |
| 10Y | +35.9% | -22.6% | +58.5% | +35.1% |
| All | +296.5% | +201.1% | +95.4% | +163.4% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling