+5,423.9%
TER vs BUD
+201.1%
+5,222.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.4% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | -8.3% | -5.7% | -2.6% | -6.0% |
| 3M | -12.2% | +3.1% | -15.3% | -14.5% |
| 6M | +17.1% | +7.9% | +9.2% | +11.9% |
| YTD | +84.7% | +27.3% | +57.3% | +62.5% |
| 1Y | +199.9% | +37.8% | +162.1% | +152.1% |
| 3Y | +232.8% | +49.8% | +182.9% | +158.6% |
| 5Y | +198.6% | +43.8% | +154.7% | +133.8% |
| 10Y | +1,669.7% | -22.6% | +1,692.4% | +1,685.7% |
| All | +5,423.9% | +201.1% | +5,222.8% | +1,812.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling