+54.6%
TER vs BUD
+48.8%
+5.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.0% | +3.0% |
| 7D | -20.5% | +4.5% | -24.9% | -21.8% |
| 30D | -47.0% | +12.5% | -59.5% | -49.4% |
| 3M | -43.3% | 0.0% | -43.3% | -43.8% |
| 6M | -42.9% | +3.8% | -46.7% | -44.5% |
| YTD | +12.9% | +33.1% | -20.2% | -0.3% |
| 1Y | +18.2% | +35.5% | -17.3% | +3.5% |
| 3Y | +151.8% | +49.4% | +102.4% | +103.6% |
| All | +54.6% | +48.8% | +5.8% | +21.7% |
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