+209.8%
RF vs BUD
-3.2%
+213.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | +0.4% | -1.6% | +1.9% | +1.2% |
| 30D | +5.6% | +6.7% | -1.1% | +1.6% |
| 3M | -8.9% | +5.9% | -14.7% | -12.1% |
| 6M | +7.1% | +5.1% | +2.0% | +3.2% |
| YTD | +8.3% | +32.9% | -24.6% | -9.6% |
| 1Y | +16.8% | +31.8% | -15.0% | -2.1% |
| 3Y | +115.0% | +47.4% | +67.6% | +61.9% |
| 5Y | +46.4% | +50.8% | -4.4% | +6.4% |
| All | +209.8% | -3.2% | +213.0% | +119.5% |
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