+61.3%
EXE vs BUD
+48.8%
+12.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -6.6% | +4.5% | -11.0% | -7.4% |
| 30D | -4.0% | +12.5% | -16.5% | -6.2% |
| 3M | -7.5% | 0.0% | -7.4% | -7.6% |
| 6M | -11.7% | +3.8% | -15.5% | -12.6% |
| YTD | -22.0% | +33.1% | -55.0% | -27.2% |
| 1Y | -21.8% | +35.5% | -57.3% | -27.3% |
| 3Y | +8.0% | +49.4% | -41.4% | -3.3% |
| All | +61.3% | +48.8% | +12.5% | +37.0% |
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