+2,306.9%
ETN vs BUD
+217.8%
+2,089.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.2% |
| 7D | +3.6% | +1.0% | +2.6% | +3.2% |
| 30D | -13.4% | +6.7% | -20.1% | -16.4% |
| 3M | -21.9% | +5.7% | -27.6% | -24.6% |
| 6M | -12.8% | +5.8% | -18.6% | -16.6% |
| YTD | +12.1% | +34.4% | -22.3% | -4.0% |
| 1Y | +0.8% | +33.3% | -32.4% | -13.4% |
| 3Y | +64.5% | +48.8% | +15.7% | +30.1% |
| 5Y | +121.7% | +52.5% | +69.2% | +69.3% |
| 10Y | +542.2% | -4.0% | +546.2% | +467.3% |
| All | +2,306.9% | +217.8% | +2,089.1% | +838.1% |
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