+43.8%
D vs BUD
-8.7%
+52.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.8% |
| 7D | +0.8% | +1.3% | -0.6% | +0.5% |
| 30D | +10.7% | +10.0% | +0.7% | +8.5% |
| 3M | +2.3% | +1.6% | +0.7% | +1.8% |
| 6M | +12.5% | +6.5% | +6.0% | +10.8% |
| YTD | +20.1% | +34.8% | -14.8% | +12.4% |
| 1Y | +15.6% | +36.5% | -20.9% | +7.9% |
| 3Y | +75.2% | +49.0% | +26.2% | +59.4% |
| 5Y | +14.6% | +51.7% | -37.1% | +2.8% |
| 10Y | +43.8% | -7.5% | +51.3% | +31.5% |
| All | +43.8% | -8.7% | +52.5% | +31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling