-14.6%
EW vs BUD
+48.8%
-63.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.7% |
| 7D | +11.0% | +4.5% | +6.6% | +9.6% |
| 30D | +19.1% | +12.5% | +6.6% | +14.9% |
| 3M | +14.4% | 0.0% | +14.4% | +14.1% |
| 6M | +22.8% | +3.8% | +19.0% | +20.8% |
| YTD | +19.8% | +33.1% | -13.2% | +8.4% |
| 1Y | +23.9% | +35.5% | -11.6% | +11.3% |
| 3Y | +52.2% | +49.4% | +2.8% | +29.2% |
| All | -14.6% | +48.8% | -63.4% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling