+397.6%
F vs BUD
+201.1%
+196.5%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +5.3% | +0.3% | +5.1% | +5.2% |
| 30D | +4.6% | -5.7% | +10.3% | +7.5% |
| 3M | -3.7% | +3.1% | -6.8% | -5.4% |
| 6M | +16.8% | +7.9% | +8.9% | +11.8% |
| YTD | +15.3% | +27.3% | -12.0% | +1.7% |
| 1Y | +31.0% | +37.8% | -6.8% | +10.8% |
| 3Y | +45.4% | +49.8% | -4.4% | +15.0% |
| 5Y | +54.7% | +43.8% | +10.8% | +23.5% |
| 10Y | +98.2% | -22.6% | +120.9% | +93.5% |
| All | +397.6% | +201.1% | +196.5% | +115.6% |
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