-23.1%
EXE vs BUD
+33.8%
-56.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.9% |
| 7D | +5.3% | +1.0% | +4.3% | +5.4% |
| 30D | -2.2% | +6.7% | -8.9% | -1.9% |
| 3M | -5.9% | +5.7% | -11.6% | -5.8% |
| 6M | -5.7% | +5.8% | -11.5% | -5.4% |
| YTD | -17.8% | +34.4% | -52.2% | -16.7% |
| 1Y | -23.1% | +33.3% | -56.4% | -21.9% |
| All | -23.1% | +33.8% | -56.9% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling