+89.2%
ES vs BUD
-4.3%
+93.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +0.9% | +6.0% | -5.2% | -0.3% |
| 30D | +5.9% | +11.3% | -5.4% | +3.6% |
| 3M | -1.0% | +3.6% | -4.6% | -1.8% |
| 6M | +7.2% | +7.7% | -0.5% | +5.4% |
| YTD | +7.0% | +36.4% | -29.4% | +0.2% |
| 1Y | +0.5% | +37.8% | -37.4% | -6.1% |
| 3Y | +48.7% | +51.2% | -2.6% | +35.5% |
| 5Y | +1.9% | +53.4% | -51.5% | -8.3% |
| 10Y | +89.2% | -3.2% | +92.4% | +72.2% |
| All | +89.2% | -4.3% | +93.5% | +72.2% |
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