+178.5%
EXE vs BUD
+33.2%
+145.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -0.3% | +0.3% | -0.5% | -0.3% |
| 30D | +8.5% | -5.7% | +14.1% | +9.8% |
| 3M | +5.5% | +3.1% | +2.3% | +4.6% |
| 6M | -5.9% | +7.9% | -13.8% | -7.9% |
| YTD | -9.7% | +27.3% | -37.0% | -15.5% |
| 1Y | +3.6% | +37.8% | -34.2% | -5.2% |
| 3Y | +18.0% | +49.8% | -31.8% | +3.6% |
| 5Y | +109.4% | +43.8% | +65.6% | +81.2% |
| All | +178.5% | +33.2% | +145.3% | +147.4% |
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