+65.1%
FIVE vs BUD
+36.8%
+28.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.9% | +5.1% |
| 7D | +4.3% | +0.3% | +4.0% | +4.2% |
| 30D | +12.5% | -5.7% | +18.2% | +13.2% |
| 3M | +31.2% | +3.1% | +28.1% | +31.0% |
| 6M | +14.4% | +7.9% | +6.5% | +12.8% |
| YTD | +33.9% | +27.3% | +6.6% | +33.6% |
| 1Y | +65.1% | +37.8% | +27.2% | +67.8% |
| All | +65.1% | +36.8% | +28.2% | +67.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling