+270.8%
EXEL vs BUD
+48.8%
+222.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.6% |
| 7D | +0.3% | +4.5% | -4.2% | -0.8% |
| 30D | +19.0% | +12.5% | +6.5% | +15.7% |
| 3M | +33.3% | 0.0% | +33.3% | +33.0% |
| 6M | +42.9% | +3.8% | +39.1% | +41.1% |
| YTD | +58.7% | +33.1% | +25.7% | +47.4% |
| 1Y | +70.5% | +35.5% | +35.0% | +57.5% |
| 3Y | +233.8% | +49.4% | +184.4% | +196.5% |
| All | +270.8% | +48.8% | +222.0% | +215.6% |
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 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