+278.4%
EFV vs BUD
+201.1%
+77.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | +1.7% | -5.7% | +7.4% | +4.4% |
| 3M | +8.6% | +3.1% | +5.5% | +6.7% |
| 6M | +11.7% | +7.9% | +3.8% | +7.0% |
| YTD | +19.3% | +27.3% | -8.1% | +5.5% |
| 1Y | +30.2% | +37.8% | -7.6% | +10.6% |
| 3Y | +91.6% | +49.8% | +41.7% | +52.5% |
| 5Y | +96.4% | +43.8% | +52.6% | +55.8% |
| 10Y | +166.5% | -22.6% | +189.1% | +171.2% |
| All | +278.4% | +201.1% | +77.3% | +60.3% |
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 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