+44.3%
FIVE vs BUD
+48.5%
-4.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.3% | +4.3% | +5.4% |
| 7D | +6.2% | +1.3% | +4.9% | +5.9% |
| 30D | +18.2% | +10.0% | +8.1% | +16.2% |
| 3M | +3.8% | +1.6% | +2.3% | +3.3% |
| 6M | +13.7% | +6.5% | +7.2% | +12.3% |
| YTD | +34.7% | +34.8% | -0.1% | +28.2% |
| 1Y | +66.6% | +36.5% | +30.2% | +58.1% |
| 3Y | +44.3% | +49.0% | -4.7% | +21.0% |
| All | +44.3% | +48.5% | -4.3% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling