+81.0%
F vs BUD
-8.7%
+89.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | 0.0% |
| 7D | -0.6% | +1.3% | -2.0% | -1.3% |
| 30D | +2.9% | +10.0% | -7.2% | -1.8% |
| 3M | -9.5% | +1.6% | -11.1% | -10.4% |
| 6M | +4.0% | +6.5% | -2.5% | +0.3% |
| YTD | -1.3% | +34.8% | -36.1% | -15.3% |
| 1Y | -1.9% | +36.5% | -38.4% | -16.4% |
| 3Y | +53.5% | +49.0% | +4.5% | +22.1% |
| 5Y | -15.1% | +51.7% | -66.8% | -34.0% |
| 10Y | +81.0% | -7.5% | +88.5% | +40.9% |
| All | +81.0% | -8.7% | +89.7% | +40.9% |
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