+266.9%
EFV vs BUD
+214.2%
+52.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | +0.7% | -1.6% | +2.3% | +1.5% |
| 30D | +2.0% | +6.7% | -4.6% | -1.2% |
| 3M | -1.6% | +5.9% | -7.5% | -4.6% |
| 6M | +5.8% | +5.1% | +0.7% | +2.5% |
| YTD | +15.6% | +32.9% | -17.2% | -0.1% |
| 1Y | +19.0% | +31.8% | -12.9% | +3.0% |
| 3Y | +90.7% | +47.4% | +43.3% | +53.0% |
| 5Y | +92.8% | +50.8% | +42.0% | +49.7% |
| 10Y | +160.5% | -5.1% | +165.6% | +135.7% |
| All | +266.9% | +214.2% | +52.7% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling