+933.4%
ET vs BUD
+214.6%
+718.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.9% |
| 7D | -7.9% | +4.5% | -12.3% | -9.6% |
| 30D | -5.9% | +12.5% | -18.5% | -10.5% |
| 3M | -5.2% | 0.0% | -5.2% | -5.8% |
| 6M | +0.3% | +3.8% | -3.5% | -2.1% |
| YTD | +23.1% | +33.1% | -10.0% | +8.2% |
| 1Y | +22.7% | +35.5% | -12.8% | +7.0% |
| 3Y | +75.4% | +49.4% | +26.0% | +42.8% |
| 5Y | +202.6% | +48.0% | +154.6% | +140.9% |
| 10Y | +213.0% | -8.6% | +221.6% | +183.2% |
| All | +933.4% | +214.6% | +718.8% | +558.8% |
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 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