+7.6%
EMB vs BUD
+46.3%
-38.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | -0.3% | -5.7% | +5.4% | +0.5% |
| 3M | -0.4% | +3.1% | -3.5% | -1.0% |
| 6M | +0.1% | +7.9% | -7.8% | -1.3% |
| YTD | +1.6% | +27.3% | -25.7% | -2.3% |
| 1Y | +5.6% | +37.8% | -32.2% | +0.2% |
| 3Y | +29.8% | +49.8% | -20.0% | +20.0% |
| All | +7.6% | +46.3% | -38.8% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling