+459.2%
ES vs BUD
+201.1%
+258.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | -2.0% | -5.7% | +3.7% | -0.7% |
| 3M | +1.7% | +3.1% | -1.4% | +0.8% |
| 6M | -3.5% | +7.9% | -11.4% | -5.5% |
| YTD | +7.9% | +27.3% | -19.4% | +1.7% |
| 1Y | +17.2% | +37.8% | -20.7% | +8.4% |
| 3Y | +29.3% | +49.8% | -20.5% | +16.5% |
| 5Y | -5.7% | +43.8% | -49.6% | -15.5% |
| 10Y | +85.2% | -22.6% | +107.8% | +85.7% |
| All | +459.2% | +201.1% | +258.1% | +264.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling