+146.5%
EFA vs BUD
-2.1%
+148.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.3% |
| 7D | +2.2% | +1.0% | +1.2% | +1.9% |
| 30D | +1.4% | +6.7% | -5.3% | -1.2% |
| 3M | -4.2% | +5.7% | -9.9% | -6.4% |
| 6M | +1.9% | +5.8% | -3.9% | -0.9% |
| YTD | +10.2% | +34.4% | -24.2% | -2.2% |
| 1Y | +12.8% | +33.3% | -20.5% | +0.3% |
| 3Y | +65.2% | +48.8% | +16.4% | +38.7% |
| 5Y | +49.8% | +52.5% | -2.7% | +22.6% |
| All | +146.5% | -2.1% | +148.6% | +110.3% |
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