+73.3%
RUN vs BUD
-2.1%
+75.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +0.7% |
| 7D | -13.5% | +1.0% | -14.5% | -14.2% |
| 30D | +18.3% | +6.7% | +11.6% | +13.9% |
| 3M | -12.5% | +5.7% | -18.2% | -15.5% |
| 6M | -40.3% | +5.8% | -46.1% | -42.9% |
| YTD | -53.1% | +34.4% | -87.5% | -61.2% |
| 1Y | -54.3% | +33.3% | -87.5% | -62.2% |
| 3Y | -6.5% | +48.8% | -55.3% | -27.8% |
| 5Y | -85.3% | +52.5% | -137.8% | -89.0% |
| All | +73.3% | -2.1% | +75.4% | +32.9% |
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