+41.8%
DVA vs BUD
+44.7%
-3.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.4% |
| 7D | +2.0% | -1.3% | +3.3% | +2.4% |
| 30D | -0.4% | -6.1% | +5.8% | +1.7% |
| 3M | -7.7% | -3.8% | -3.9% | -6.7% |
| 6M | +20.0% | +8.2% | +11.8% | +16.2% |
| YTD | +61.1% | +23.6% | +37.5% | +49.6% |
| 1Y | +33.9% | +33.4% | +0.4% | +21.3% |
| 3Y | +91.5% | +45.3% | +46.2% | +66.0% |
| 5Y | +41.8% | +44.3% | -2.5% | +22.5% |
| All | +41.8% | +44.7% | -3.0% | +22.5% |
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 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