+199.8%
TER vs BUD
+36.8%
+163.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.3% | +5.4% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | -8.3% | -5.7% | -2.6% | -7.1% |
| 3M | -12.2% | +3.1% | -15.4% | -13.8% |
| 6M | +17.0% | +7.9% | +9.2% | +8.4% |
| YTD | +84.6% | +27.3% | +57.3% | +91.3% |
| 1Y | +199.8% | +37.8% | +162.0% | +242.3% |
| All | +199.8% | +36.8% | +163.0% | +242.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling