+104.0%
ED vs BUD
-23.5%
+127.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +0.5% | +0.8% | -0.2% | +0.4% |
| 30D | +1.1% | -4.8% | +5.9% | +1.9% |
| 3M | +4.6% | +1.4% | +3.3% | +4.3% |
| 6M | -2.0% | +9.9% | -11.8% | -3.7% |
| YTD | +11.7% | +26.3% | -14.7% | +7.1% |
| 1Y | +15.7% | +36.1% | -20.4% | +9.5% |
| 3Y | +34.4% | +48.6% | -14.2% | +24.5% |
| 5Y | +67.3% | +45.0% | +22.3% | +53.8% |
| 10Y | +104.0% | -23.1% | +127.1% | +105.9% |
| All | +104.0% | -23.5% | +127.6% | +105.9% |
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