+0.5%
M vs BUD
-8.7%
+9.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.3% | +6.8% | +7.3% |
| 7D | +2.5% | +1.3% | +1.2% | +1.8% |
| 30D | +10.1% | +10.0% | 0.0% | +4.2% |
| 3M | -0.9% | +1.6% | -2.5% | -2.0% |
| 6M | +30.2% | +6.5% | +23.7% | +24.7% |
| YTD | +16.3% | +34.8% | -18.5% | -3.9% |
| 1Y | +27.0% | +36.5% | -9.5% | +4.2% |
| 3Y | +154.5% | +49.0% | +105.5% | +89.6% |
| 5Y | -1.1% | +51.7% | -52.8% | -28.0% |
| 10Y | +0.5% | -7.5% | +8.0% | -26.1% |
| All | +0.5% | -8.7% | +9.2% | -26.1% |
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