+79.7%
EFX vs BUD
-2.1%
+81.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -0.8% | +1.0% | -1.8% | -1.1% |
| 30D | +25.1% | +6.7% | +18.4% | +22.5% |
| 3M | +1.7% | +5.7% | -4.0% | -0.1% |
| 6M | +18.4% | +5.8% | +12.6% | +16.1% |
| YTD | -12.5% | +34.4% | -46.9% | -21.4% |
| 1Y | -8.1% | +33.3% | -41.4% | -17.2% |
| 3Y | +4.8% | +48.8% | -44.0% | -10.4% |
| 5Y | -30.1% | +52.5% | -82.7% | -41.8% |
| All | +79.7% | -2.1% | +81.8% | +61.7% |
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