-42.4%
TECH vs BUD
+46.3%
-88.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +0.7% | -5.7% | +6.4% | +2.7% |
| 3M | +36.3% | +3.1% | +33.2% | +34.4% |
| 6M | +25.6% | +7.9% | +17.7% | +20.7% |
| YTD | +23.7% | +27.3% | -3.6% | +10.9% |
| 1Y | +37.6% | +37.8% | -0.2% | +19.4% |
| 3Y | -6.6% | +49.8% | -56.4% | -22.6% |
| All | -42.4% | +46.3% | -88.7% | -54.6% |
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