+150.1%
EXE vs BUD
+42.7%
+107.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +2.1% |
| 7D | -2.2% | +6.0% | -8.3% | -3.4% |
| 30D | -0.3% | +11.3% | -11.6% | -2.7% |
| 3M | -9.3% | +3.6% | -12.9% | -10.2% |
| 6M | -7.2% | +7.7% | -14.9% | -9.0% |
| YTD | -18.9% | +36.4% | -55.3% | -25.3% |
| 1Y | -21.7% | +37.8% | -59.5% | -28.1% |
| 3Y | +21.0% | +51.2% | -30.3% | +6.7% |
| 5Y | +76.0% | +53.4% | +22.6% | +50.1% |
| All | +150.1% | +42.7% | +107.4% | +118.6% |
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