+311.7%
EXEL vs BUD
-2.1%
+313.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -0.8% | +1.0% | -1.8% | -1.1% |
| 30D | +13.1% | +6.7% | +6.5% | +11.0% |
| 3M | +36.3% | +5.7% | +30.6% | +33.9% |
| 6M | +34.5% | +5.8% | +28.7% | +31.8% |
| YTD | +57.4% | +34.4% | +23.0% | +44.2% |
| 1Y | +62.9% | +33.3% | +29.7% | +49.4% |
| 3Y | +229.5% | +48.8% | +180.7% | +189.0% |
| 5Y | +281.2% | +52.5% | +228.7% | +226.6% |
| All | +311.7% | -2.1% | +313.8% | +265.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling