+89.2%
IT vs BUD
-2.1%
+91.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.3% |
| 7D | +1.1% | +1.0% | +0.1% | +0.7% |
| 30D | -1.8% | +6.7% | -8.5% | -3.7% |
| 3M | +4.8% | +5.7% | -0.9% | +3.2% |
| 6M | +33.0% | +5.8% | +27.2% | +30.9% |
| YTD | -23.8% | +34.4% | -58.2% | -31.2% |
| 1Y | -16.5% | +33.3% | -49.8% | -24.4% |
| 3Y | -53.6% | +48.8% | -102.5% | -60.4% |
| 5Y | -42.1% | +52.5% | -94.7% | -52.0% |
| All | +89.2% | -2.1% | +91.3% | +63.5% |
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