+239.8%
EW vs BUD
-8.7%
+248.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.1% |
| 7D | +12.3% | +1.3% | +10.9% | +11.8% |
| 30D | +22.9% | +10.0% | +12.8% | +19.3% |
| 3M | +16.7% | +1.6% | +15.1% | +15.8% |
| 6M | +31.0% | +6.5% | +24.4% | +27.9% |
| YTD | +22.8% | +34.8% | -12.0% | +11.0% |
| 1Y | +25.6% | +36.5% | -10.9% | +12.9% |
| 3Y | +62.0% | +49.0% | +13.0% | +39.3% |
| 5Y | -12.8% | +51.7% | -64.5% | -26.3% |
| 10Y | +239.8% | -7.5% | +247.3% | +212.3% |
| All | +239.8% | -8.7% | +248.5% | +212.3% |
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 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