+134.4%
EXC vs BUD
+201.1%
-66.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | -3.7% | -5.7% | +1.9% | -2.1% |
| 3M | -1.3% | +3.1% | -4.4% | -2.4% |
| 6M | -9.7% | +7.9% | -17.6% | -12.2% |
| YTD | +2.9% | +27.3% | -24.4% | -5.0% |
| 1Y | +4.4% | +37.8% | -33.4% | -6.1% |
| 3Y | +22.2% | +49.8% | -27.6% | +5.4% |
| 5Y | +46.7% | +43.8% | +2.9% | +25.6% |
| 10Y | +155.3% | -22.6% | +178.0% | +142.6% |
| All | +134.4% | +201.1% | -66.7% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling