+29.4%
NDAQ vs BUD
+38.4%
-8.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.6% | +2.3% |
| 7D | +3.9% | +3.3% | +0.6% | +3.7% |
| 30D | +19.0% | +11.8% | +7.2% | +18.7% |
| 3M | +17.6% | -1.1% | +18.7% | +17.0% |
| 6M | +21.0% | +14.9% | +6.1% | +21.7% |
| YTD | +14.1% | +32.6% | -18.5% | +13.7% |
| 1Y | +29.4% | +37.2% | -7.7% | +27.8% |
| All | +29.4% | +38.4% | -8.9% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling