+760.8%
EFX vs BUD
+222.5%
+538.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | +0.3% | +6.0% | -5.8% | -1.9% |
| 30D | +29.1% | +11.3% | +17.8% | +24.2% |
| 3M | +4.3% | +3.6% | +0.7% | +3.0% |
| 6M | +7.7% | +7.7% | 0.0% | +4.8% |
| YTD | -12.5% | +36.4% | -48.8% | -22.6% |
| 1Y | -8.8% | +37.8% | -46.7% | -19.8% |
| 3Y | +4.3% | +51.2% | -46.9% | -12.9% |
| 5Y | -29.4% | +53.4% | -82.8% | -42.3% |
| 10Y | +78.1% | -3.2% | +81.3% | +64.8% |
| All | +760.8% | +222.5% | +538.3% | +359.6% |
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