+127.4%
ED vs BUD
-9.0%
+136.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.1% |
| 7D | +1.6% | +4.5% | -2.8% | +0.9% |
| 30D | +13.3% | +12.5% | +0.8% | +11.1% |
| 3M | +9.7% | 0.0% | +9.7% | +9.6% |
| 6M | +12.8% | +3.8% | +9.0% | +11.9% |
| YTD | +22.3% | +33.1% | -10.7% | +16.3% |
| 1Y | +26.3% | +35.5% | -9.2% | +19.7% |
| 3Y | +45.0% | +49.4% | -4.4% | +34.3% |
| 5Y | +80.2% | +48.0% | +32.1% | +65.2% |
| All | +127.4% | -9.0% | +136.4% | +116.7% |
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