+306.6%
D vs BUD
+214.2%
+92.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -3.1% | -1.6% | -1.5% | -2.7% |
| 30D | +8.4% | +6.7% | +1.7% | +6.8% |
| 3M | +0.2% | +5.9% | -5.7% | -1.2% |
| 6M | +9.5% | +5.1% | +4.4% | +8.0% |
| YTD | +18.8% | +32.9% | -14.1% | +10.7% |
| 1Y | +14.7% | +31.8% | -17.1% | +7.0% |
| 3Y | +72.9% | +47.4% | +25.6% | +55.9% |
| 5Y | +13.1% | +50.8% | -37.7% | +0.2% |
| 10Y | +47.2% | -5.1% | +52.2% | +38.6% |
| All | +306.6% | +214.2% | +92.4% | +167.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling