-24.4%
NKE vs BUD
-22.8%
-1.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.8% |
| 7D | -5.5% | -3.2% | -2.3% | -4.5% |
| 30D | -10.4% | -3.7% | -6.8% | -9.2% |
| 3M | -15.8% | -4.4% | -11.4% | -14.6% |
| 6M | -33.4% | +7.7% | -41.1% | -35.5% |
| YTD | -41.0% | +23.1% | -64.1% | -45.6% |
| 1Y | -49.1% | +33.6% | -82.7% | -54.4% |
| 3Y | -59.8% | +44.7% | -104.5% | -65.7% |
| 5Y | -75.5% | +44.9% | -120.4% | -79.3% |
| All | -24.4% | -22.8% | -1.5% | -33.9% |
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