+229.5%
EXEL vs BUD
+49.6%
+179.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | -0.8% | +1.0% | -1.8% | -1.0% |
| 30D | +13.1% | +6.7% | +6.5% | +11.9% |
| 3M | +36.3% | +5.7% | +30.6% | +35.0% |
| 6M | +34.5% | +5.8% | +28.7% | +33.0% |
| YTD | +57.4% | +34.4% | +23.0% | +50.4% |
| 1Y | +62.9% | +33.3% | +29.7% | +55.8% |
| 3Y | +229.5% | +48.8% | +180.7% | +201.0% |
| All | +229.5% | +49.6% | +179.9% | +201.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling