+151.5%
EXC vs BUD
-23.5%
+175.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +1.2% | +0.8% | +0.5% | +1.0% |
| 30D | -2.7% | -4.8% | +2.1% | -1.3% |
| 3M | -1.0% | +1.4% | -2.3% | -1.6% |
| 6M | -9.3% | +9.9% | -19.1% | -12.4% |
| YTD | +3.6% | +26.3% | -22.7% | -4.4% |
| 1Y | +5.9% | +36.1% | -30.2% | -4.8% |
| 3Y | +21.3% | +48.6% | -27.3% | +4.1% |
| 5Y | +46.2% | +45.0% | +1.2% | +23.5% |
| 10Y | +151.5% | -23.1% | +174.6% | +126.5% |
| All | +151.5% | -23.5% | +175.0% | +126.5% |
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 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