+101.9%
DE vs BUD
+50.1%
+51.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +2.3% | -1.6% | +3.9% | +2.8% |
| 30D | +4.4% | +6.7% | -2.2% | +2.4% |
| 3M | +9.8% | +5.9% | +3.9% | +7.8% |
| 6M | +15.8% | +5.1% | +10.7% | +13.4% |
| YTD | +47.0% | +32.9% | +14.1% | +33.8% |
| 1Y | +42.8% | +31.8% | +11.0% | +30.3% |
| 3Y | +88.9% | +47.4% | +41.5% | +63.5% |
| 5Y | +101.9% | +50.8% | +51.1% | +61.1% |
| All | +101.9% | +50.1% | +51.8% | +61.1% |
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