+39.5%
EXC vs BUD
+50.1%
-10.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.9% | -1.6% | -0.3% | -1.6% |
| 30D | +7.8% | +6.7% | +1.1% | +6.1% |
| 3M | +1.9% | +5.9% | -4.0% | +0.4% |
| 6M | +3.4% | +5.1% | -1.7% | +1.9% |
| YTD | +7.6% | +32.9% | -25.3% | 0.0% |
| 1Y | +2.1% | +31.8% | -29.7% | -4.9% |
| 3Y | +29.6% | +47.4% | -17.8% | +15.6% |
| 5Y | +39.5% | +50.8% | -11.3% | +18.5% |
| All | +39.5% | +50.1% | -10.6% | +18.5% |
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