+140.2%
NI vs BUD
-22.3%
+162.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.2% |
| 7D | 0.0% | -2.6% | +2.7% | +0.7% |
| 30D | -1.4% | -1.2% | -0.2% | -1.1% |
| 3M | -10.6% | -4.9% | -5.7% | -9.6% |
| 6M | -9.3% | +9.3% | -18.6% | -11.8% |
| YTD | +1.1% | +24.0% | -22.8% | -4.9% |
| 1Y | +3.4% | +34.5% | -31.2% | -5.0% |
| 3Y | +67.9% | +43.7% | +24.2% | +49.6% |
| 5Y | +98.0% | +46.0% | +51.9% | +72.5% |
| All | +140.2% | -22.3% | +162.4% | +117.1% |
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