+90.1%
RF vs BUD
+46.3%
+43.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | -3.6% | -5.7% | +2.1% | -1.5% |
| 3M | +8.1% | +3.1% | +5.0% | +6.4% |
| 6M | +11.5% | +7.9% | +3.6% | +7.4% |
| YTD | +15.6% | +27.3% | -11.8% | +3.3% |
| 1Y | +15.7% | +37.8% | -22.1% | -0.3% |
| 3Y | +86.9% | +49.8% | +37.0% | +48.6% |
| All | +90.1% | +46.3% | +43.8% | +56.1% |
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 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