+41.0%
EFX vs BUD
-24.2%
+65.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.3% |
| 7D | -9.4% | -1.3% | -8.1% | -9.0% |
| 30D | -6.9% | -6.1% | -0.7% | -4.9% |
| 3M | +0.1% | -3.8% | +3.9% | +1.4% |
| 6M | -17.3% | +8.2% | -25.5% | -19.8% |
| YTD | -21.8% | +23.6% | -45.4% | -27.8% |
| 1Y | -32.5% | +33.4% | -66.0% | -39.4% |
| 3Y | -12.3% | +45.3% | -57.7% | -24.7% |
| 5Y | -36.6% | +44.3% | -80.9% | -46.4% |
| 10Y | +41.0% | -22.8% | +63.8% | +39.2% |
| All | +41.0% | -24.2% | +65.2% | +39.2% |
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 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