+94.3%
EFV vs BUD
+51.3%
+43.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +2.1% | +6.0% | -3.9% | 0.0% |
| 30D | +3.1% | +11.3% | -8.2% | -1.1% |
| 3M | -1.3% | +3.6% | -4.9% | -2.8% |
| 6M | +6.0% | +7.7% | -1.7% | +2.5% |
| YTD | +15.8% | +36.4% | -20.5% | +2.0% |
| 1Y | +21.1% | +37.8% | -16.7% | +6.1% |
| 3Y | +91.0% | +51.2% | +39.8% | +58.0% |
| 5Y | +94.3% | +53.4% | +40.9% | +54.2% |
| All | +94.3% | +51.3% | +43.0% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling