+2.6%
ET vs BUD
+7.2%
-4.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.9% |
| 7D | -1.9% | +6.0% | -7.9% | -1.3% |
| 30D | -3.1% | +11.3% | -14.3% | -2.7% |
| 3M | -3.9% | +3.6% | -7.5% | -3.4% |
| All | +2.6% | +7.2% | -4.6% | +2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling