+1,368.4%
EAT vs BUD
+222.5%
+1,146.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.8% |
| 7D | -5.9% | +6.0% | -11.9% | -9.1% |
| 30D | +0.7% | +11.3% | -10.6% | -5.7% |
| 3M | -14.2% | +3.6% | -17.8% | -16.4% |
| 6M | +40.7% | +7.7% | +33.0% | +33.4% |
| YTD | +36.0% | +36.4% | -0.4% | +11.4% |
| 1Y | +83.1% | +37.8% | +45.2% | +48.5% |
| 3Y | +474.8% | +51.2% | +423.6% | +325.3% |
| 5Y | +347.6% | +53.4% | +294.2% | +223.0% |
| 10Y | +321.5% | -3.2% | +324.7% | +241.0% |
| All | +1,368.4% | +222.5% | +1,146.0% | +501.8% |
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