+51.6%
ED vs BUD
+49.6%
+2.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +1.1% |
| 7D | +2.1% | +1.0% | +1.0% | +1.8% |
| 30D | +10.4% | +6.7% | +3.7% | +9.0% |
| 3M | +12.5% | +5.7% | +6.8% | +11.2% |
| 6M | +14.9% | +5.8% | +9.1% | +13.4% |
| YTD | +24.8% | +34.4% | -9.6% | +17.5% |
| 1Y | +23.8% | +33.3% | -9.4% | +16.7% |
| 3Y | +51.6% | +48.8% | +2.8% | +33.1% |
| All | +51.6% | +49.6% | +2.1% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling