-43.1%
IT vs BUD
+48.8%
-91.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.6% | -3.6% |
| 7D | -16.9% | +4.5% | -21.4% | -17.8% |
| 30D | +2.3% | +12.5% | -10.2% | -0.6% |
| 3M | +2.9% | 0.0% | +2.9% | +2.9% |
| 6M | +25.9% | +3.8% | +22.1% | +24.8% |
| YTD | -24.6% | +33.1% | -57.7% | -30.3% |
| 1Y | -16.0% | +35.5% | -51.6% | -22.7% |
| 3Y | -51.6% | +49.4% | -101.0% | -57.7% |
| All | -43.1% | +48.8% | -91.9% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling