+1.3%
NDAQ vs BUD
+35.5%
-34.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.9% |
| 7D | -2.6% | +0.8% | -3.3% | -2.6% |
| 30D | +0.5% | -4.8% | +5.3% | +0.3% |
| 3M | +9.9% | +1.4% | +8.6% | +10.1% |
| 6M | +8.2% | +9.9% | -1.7% | +8.4% |
| YTD | -1.5% | +26.3% | -27.8% | -1.5% |
| 1Y | +1.3% | +36.1% | -34.8% | +1.2% |
| All | +1.3% | +35.5% | -34.2% | +1.2% |
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