+483.9%
ETR vs BUD
+215.1%
+268.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.5% | +0.9% |
| 7D | +0.1% | +0.5% | -0.4% | -0.1% |
| 30D | +7.7% | +7.4% | +0.3% | +5.6% |
| 3M | +5.7% | +4.3% | +1.4% | +4.3% |
| 6M | -0.3% | +5.3% | -5.6% | -2.1% |
| YTD | +23.4% | +33.2% | -9.9% | +13.4% |
| 1Y | +18.5% | +31.8% | -13.3% | +9.1% |
| 3Y | +155.6% | +47.8% | +107.8% | +124.6% |
| 5Y | +158.7% | +50.2% | +108.5% | +122.7% |
| 10Y | +377.8% | -4.8% | +382.6% | +332.7% |
| All | +483.9% | +215.1% | +268.8% | +240.1% |
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