+121.7%
EW vs BUD
-23.5%
+145.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.8% | -3.3% |
| 7D | -4.4% | +0.8% | -5.2% | -4.6% |
| 30D | -3.3% | -4.8% | +1.5% | -2.0% |
| 3M | +1.0% | +1.4% | -0.3% | +0.4% |
| 6M | +6.2% | +9.9% | -3.6% | +2.6% |
| YTD | +1.7% | +26.3% | -24.6% | -6.2% |
| 1Y | +8.1% | +36.1% | -28.0% | -2.7% |
| 3Y | +17.1% | +48.6% | -31.5% | +0.6% |
| 5Y | -29.4% | +45.0% | -74.4% | -39.6% |
| 10Y | +121.7% | -23.1% | +144.8% | +122.0% |
| All | +121.7% | -23.5% | +145.3% | +122.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling