+85.6%
ES vs BUD
-8.7%
+94.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | -0.1% | +1.3% | -1.4% | -0.4% |
| 30D | +5.7% | +10.0% | -4.3% | +3.7% |
| 3M | -2.8% | +1.6% | -4.4% | -3.2% |
| 6M | +7.0% | +6.5% | +0.5% | +5.4% |
| YTD | +6.8% | +34.8% | -28.1% | +0.2% |
| 1Y | -0.5% | +36.5% | -36.9% | -6.8% |
| 3Y | +47.2% | +49.0% | -1.8% | +34.5% |
| 5Y | +2.3% | +51.7% | -49.4% | -7.9% |
| 10Y | +85.6% | -7.5% | +93.2% | +72.4% |
| All | +85.6% | -8.7% | +94.4% | +72.4% |
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