+851.7%
FIVE vs BUD
+37.6%
+814.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.9% | +5.0% |
| 7D | +4.3% | +0.3% | +4.0% | +4.1% |
| 30D | +12.5% | -5.7% | +18.2% | +15.3% |
| 3M | +31.2% | +3.1% | +28.1% | +29.2% |
| 6M | +14.4% | +7.9% | +6.5% | +9.9% |
| YTD | +33.9% | +27.3% | +6.6% | +19.3% |
| 1Y | +65.1% | +37.8% | +27.2% | +41.6% |
| 3Y | +49.0% | +49.8% | -0.9% | +19.1% |
| 5Y | +30.3% | +43.8% | -13.5% | +4.4% |
| 10Y | +481.1% | -22.6% | +503.7% | +409.5% |
| All | +851.7% | +37.6% | +814.1% | +567.2% |
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