+71.7%
TER vs BUD
+51.6%
+20.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.7% |
| 7D | +14.4% | +1.0% | +13.3% | +14.0% |
| 30D | -30.6% | +6.7% | -37.3% | -32.4% |
| 3M | -39.2% | +5.7% | -44.9% | -40.9% |
| 6M | -31.3% | +5.8% | -37.1% | -33.8% |
| YTD | +29.1% | +34.4% | -5.3% | +13.6% |
| 1Y | +47.4% | +33.3% | +14.2% | +30.0% |
| 3Y | +191.2% | +48.8% | +142.4% | +136.6% |
| All | +71.7% | +51.6% | +20.0% | +35.1% |
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