+162.2%
EFV vs BUD
-2.1%
+164.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | -0.1% |
| 7D | +2.5% | +1.0% | +1.5% | +2.1% |
| 30D | +2.9% | +6.7% | -3.8% | +0.2% |
| 3M | -1.4% | +5.7% | -7.1% | -3.9% |
| 6M | +5.5% | +5.8% | -0.3% | +2.5% |
| YTD | +16.1% | +34.4% | -18.3% | +2.2% |
| 1Y | +20.3% | +33.3% | -13.0% | +6.1% |
| 3Y | +90.4% | +48.8% | +41.6% | +57.8% |
| 5Y | +93.5% | +52.5% | +41.0% | +55.9% |
| All | +162.2% | -2.1% | +164.3% | +118.7% |
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