+30.3%
EMB vs BUD
-10.0%
+40.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | -0.1% | +4.5% | -4.6% | -0.8% |
| 30D | +1.3% | +12.5% | -11.2% | -0.6% |
| 3M | -2.2% | 0.0% | -2.2% | -2.4% |
| 6M | -2.3% | +3.8% | -6.1% | -3.2% |
| YTD | -0.6% | +33.1% | -33.7% | -5.4% |
| 1Y | +0.5% | +35.5% | -35.0% | -4.7% |
| 3Y | +29.4% | +49.4% | -20.0% | +19.7% |
| 5Y | +6.5% | +48.0% | -41.6% | -2.5% |
| All | +30.3% | -10.0% | +40.3% | +17.7% |
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