+82.9%
ES vs BUD
-9.0%
+91.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.6% |
| 7D | +1.9% | +4.5% | -2.6% | +1.0% |
| 30D | +7.1% | +12.5% | -5.5% | +4.5% |
| 3M | -1.9% | 0.0% | -1.9% | -2.1% |
| 6M | +4.4% | +3.8% | +0.6% | +3.4% |
| YTD | +7.3% | +33.1% | -25.7% | +1.0% |
| 1Y | +2.1% | +35.5% | -33.4% | -4.3% |
| 3Y | +41.8% | +49.4% | -7.6% | +29.5% |
| 5Y | +1.4% | +48.0% | -46.6% | -8.2% |
| All | +82.9% | -9.0% | +91.9% | +71.5% |
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 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