+325.3%
IR vs BUD
-17.2%
+342.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.8% | +2.0% |
| 7D | +3.7% | +4.5% | -0.8% | +1.6% |
| 30D | +7.4% | +12.5% | -5.1% | +1.5% |
| 3M | -5.9% | 0.0% | -5.9% | -6.5% |
| 6M | +5.6% | +3.8% | +1.8% | +2.8% |
| YTD | +4.8% | +33.1% | -28.2% | -8.9% |
| 1Y | +6.9% | +35.5% | -28.6% | -7.9% |
| 3Y | +27.6% | +49.4% | -21.8% | +2.2% |
| 5Y | +45.8% | +48.0% | -2.2% | +15.0% |
| All | +325.3% | -17.2% | +342.5% | +240.9% |
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