+551.0%
FIVE vs BUD
-9.0%
+560.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.3% |
| 7D | -0.3% | +4.5% | -4.7% | -2.3% |
| 30D | +17.7% | +12.5% | +5.1% | +11.3% |
| 3M | +4.0% | 0.0% | +4.0% | +3.6% |
| 6M | +2.6% | +3.8% | -1.2% | +0.3% |
| YTD | +27.6% | +33.1% | -5.5% | +10.3% |
| 1Y | +59.9% | +35.5% | +24.4% | +36.9% |
| 3Y | +35.8% | +49.4% | -13.6% | +7.1% |
| 5Y | +14.4% | +48.0% | -33.6% | -11.0% |
| All | +551.0% | -9.0% | +560.1% | +379.9% |
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