+1,035.7%
RF vs BUD
+219.3%
+816.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -4.0% | -3.2% |
| 7D | -1.6% | +7.1% | -8.8% | -5.6% |
| 30D | +5.0% | +12.7% | -7.6% | -2.3% |
| 3M | -10.0% | 0.0% | -10.0% | -10.5% |
| 6M | +3.3% | +7.6% | -4.3% | -2.0% |
| YTD | +7.9% | +35.0% | -27.1% | -11.5% |
| 1Y | +21.2% | +37.6% | -16.3% | -1.8% |
| 3Y | +105.8% | +51.5% | +54.3% | +50.6% |
| 5Y | +43.7% | +50.2% | -6.5% | +3.7% |
| 10Y | +289.4% | -7.2% | +296.7% | +236.5% |
| All | +1,035.7% | +219.3% | +816.4% | +269.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling