+346.5%
RF vs BUD
-23.0%
+369.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.2% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | -3.6% | -5.7% | +2.1% | -0.7% |
| 3M | +8.1% | +3.1% | +5.0% | +5.8% |
| 6M | +11.5% | +7.9% | +3.6% | +5.9% |
| YTD | +15.6% | +27.3% | -11.8% | -0.5% |
| 1Y | +15.7% | +37.8% | -22.1% | -5.1% |
| 3Y | +86.9% | +49.8% | +37.0% | +40.3% |
| 5Y | +89.8% | +43.8% | +46.0% | +42.8% |
| All | +346.5% | -23.0% | +369.5% | +234.1% |
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