+141.3%
ED vs BUD
-4.3%
+145.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.6% |
| 7D | +2.1% | +6.0% | -3.9% | +1.1% |
| 30D | +12.4% | +11.3% | +1.1% | +10.4% |
| 3M | +13.1% | +3.6% | +9.6% | +12.4% |
| 6M | +14.1% | +7.7% | +6.4% | +12.5% |
| YTD | +23.1% | +36.4% | -13.3% | +16.6% |
| 1Y | +25.4% | +37.8% | -12.4% | +18.6% |
| 3Y | +47.9% | +51.2% | -3.4% | +36.7% |
| 5Y | +81.9% | +53.4% | +28.5% | +66.0% |
| 10Y | +141.3% | -3.2% | +144.5% | +123.9% |
| All | +141.3% | -4.3% | +145.6% | +123.9% |
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