+1,485.3%
NI vs BUD
+201.1%
+1,284.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +2.0% | +0.3% | +1.7% | +1.9% |
| 30D | -3.5% | -5.7% | +2.1% | -2.0% |
| 3M | -9.1% | +3.1% | -12.2% | -10.1% |
| 6M | -11.8% | +7.9% | -19.7% | -14.1% |
| YTD | +1.1% | +27.3% | -26.2% | -6.2% |
| 1Y | +6.7% | +37.8% | -31.1% | -3.4% |
| 3Y | +71.1% | +49.8% | +21.2% | +49.0% |
| 5Y | +94.3% | +43.8% | +50.5% | +68.2% |
| 10Y | +135.8% | -22.6% | +158.4% | +131.5% |
| All | +1,485.3% | +201.1% | +1,284.2% | +867.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling