+709.7%
EFX vs BUD
+201.1%
+508.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.5% | -6.4% |
| 7D | -8.6% | +0.3% | -8.9% | -8.7% |
| 30D | +0.1% | -5.7% | +5.8% | +2.3% |
| 3M | +3.8% | +3.1% | +0.7% | +2.6% |
| 6M | -13.5% | +7.9% | -21.4% | -16.3% |
| YTD | -17.7% | +27.3% | -45.0% | -25.4% |
| 1Y | -25.6% | +37.8% | -63.4% | -34.7% |
| 3Y | -12.1% | +49.8% | -61.9% | -26.5% |
| 5Y | -33.8% | +43.8% | -77.6% | -44.9% |
| 10Y | +45.1% | -22.6% | +67.8% | +47.2% |
| All | +709.7% | +201.1% | +508.6% | +343.0% |
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