+1,053.4%
ET vs BUD
+201.1%
+852.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | +7.5% | -5.7% | +13.1% | +9.8% |
| 3M | +11.4% | +3.1% | +8.3% | +9.7% |
| 6M | +18.5% | +7.9% | +10.7% | +14.0% |
| YTD | +37.4% | +27.3% | +10.0% | +23.5% |
| 1Y | +30.9% | +37.8% | -6.9% | +13.6% |
| 3Y | +98.7% | +49.8% | +48.9% | +61.7% |
| 5Y | +230.7% | +43.8% | +186.9% | +166.4% |
| 10Y | +175.6% | -22.6% | +198.2% | +168.8% |
| All | +1,053.4% | +201.1% | +852.3% | +651.5% |
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