+3.6%
ES vs BUD
+48.8%
-45.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.5% |
| 7D | +1.9% | +4.5% | -2.6% | +0.7% |
| 30D | +7.1% | +12.5% | -5.5% | +3.8% |
| 3M | -1.9% | 0.0% | -1.9% | -2.1% |
| 6M | +4.4% | +3.8% | +0.6% | +3.1% |
| YTD | +7.3% | +33.1% | -25.7% | -1.0% |
| 1Y | +2.1% | +35.5% | -33.4% | -6.3% |
| 3Y | +41.8% | +49.4% | -7.6% | +25.3% |
| All | +3.6% | +48.8% | -45.2% | -10.8% |
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