+15.2%
D vs BUD
+48.8%
-33.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.1% |
| 7D | +3.0% | +4.5% | -1.5% | +1.9% |
| 30D | +11.5% | +12.5% | -1.0% | +8.4% |
| 3M | +3.7% | 0.0% | +3.7% | +3.6% |
| 6M | +13.5% | +3.8% | +9.7% | +12.2% |
| YTD | +20.7% | +33.1% | -12.3% | +11.9% |
| 1Y | +18.2% | +35.5% | -17.3% | +9.1% |
| 3Y | +73.3% | +49.4% | +23.9% | +54.1% |
| All | +15.2% | +48.8% | -33.6% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling