+961.3%
ET vs BUD
+222.5%
+738.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | -1.9% | +6.0% | -7.9% | -4.1% |
| 30D | -3.1% | +11.3% | -14.3% | -7.3% |
| 3M | -3.9% | +3.6% | -7.5% | -5.8% |
| 6M | +4.0% | +7.7% | -3.7% | +0.2% |
| YTD | +26.4% | +36.4% | -10.0% | +10.1% |
| 1Y | +24.9% | +37.8% | -13.0% | +8.2% |
| 3Y | +85.2% | +51.2% | +33.9% | +50.2% |
| 5Y | +218.3% | +53.4% | +164.9% | +149.8% |
| 10Y | +172.0% | -3.2% | +175.2% | +141.2% |
| All | +961.3% | +222.5% | +738.8% | +570.3% |
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