+99.7%
DD vs BUD
-4.3%
+104.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.6% |
| 7D | +2.2% | +6.0% | -3.8% | -0.5% |
| 30D | +20.7% | +11.3% | +9.4% | +14.5% |
| 3M | +11.3% | +3.6% | +7.8% | +8.9% |
| 6M | +6.0% | +7.7% | -1.7% | +1.2% |
| YTD | +31.7% | +36.4% | -4.7% | +12.6% |
| 1Y | +32.2% | +37.8% | -5.6% | +12.4% |
| 3Y | +92.7% | +51.2% | +41.4% | +53.5% |
| 5Y | +72.1% | +53.4% | +18.7% | +33.7% |
| 10Y | +99.7% | -3.2% | +102.9% | +66.2% |
| All | +99.7% | -4.3% | +104.0% | +66.2% |
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