-44.7%
S vs BUD
+25.4%
-70.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.3% | +6.7% | +7.7% |
| 7D | +1.6% | +1.3% | +0.2% | +1.1% |
| 30D | -10.5% | +10.0% | -20.5% | -13.2% |
| 3M | +9.9% | +1.6% | +8.3% | +9.0% |
| 6M | +41.8% | +6.5% | +35.3% | +38.3% |
| YTD | +56.8% | +34.8% | +22.0% | +40.2% |
| 1Y | +39.0% | +36.5% | +2.5% | +23.6% |
| 3Y | +53.8% | +49.0% | +4.9% | +29.4% |
| 5Y | -68.6% | +51.7% | -120.3% | -75.1% |
| All | -44.7% | +25.4% | -70.0% | -58.9% |
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