+127.9%
NOK vs BUD
-2.1%
+130.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -3.0% |
| 7D | +5.4% | +1.0% | +4.3% | +4.9% |
| 30D | -14.1% | +6.7% | -20.8% | -16.9% |
| 3M | -23.6% | +5.7% | -29.3% | -26.2% |
| 6M | -45.1% | +5.8% | -51.0% | -47.5% |
| YTD | +24.7% | +34.4% | -9.7% | +7.2% |
| 1Y | +19.0% | +33.3% | -14.2% | +2.6% |
| 3Y | +147.0% | +48.8% | +98.2% | +98.8% |
| 5Y | +58.2% | +52.5% | +5.6% | +24.2% |
| All | +127.9% | -2.1% | +130.0% | +101.8% |
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 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