+10.7%
O vs BUD
+48.8%
-38.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | +3.7% | +4.5% | -0.7% | +2.3% |
| 30D | +11.2% | +12.5% | -1.3% | +7.3% |
| 3M | -4.0% | 0.0% | -4.0% | -4.2% |
| 6M | -5.2% | +3.8% | -9.0% | -6.5% |
| YTD | +9.5% | +33.1% | -23.6% | +0.2% |
| 1Y | +10.6% | +35.5% | -24.9% | +0.6% |
| 3Y | +38.1% | +49.4% | -11.3% | +20.4% |
| All | +10.7% | +48.8% | -38.1% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling