-22.7%
U vs BUD
+58.7%
-81.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +4.8% |
| 7D | +2.6% | +1.0% | +1.6% | +2.2% |
| 30D | +27.6% | +6.7% | +20.9% | +24.4% |
| 3M | +15.3% | +5.7% | +9.6% | +12.6% |
| 6M | +96.4% | +5.8% | +90.6% | +90.3% |
| YTD | +19.6% | +34.4% | -14.8% | +2.2% |
| 1Y | +42.1% | +33.3% | +8.8% | +21.8% |
| 3Y | +87.5% | +48.8% | +38.7% | +48.0% |
| 5Y | -73.1% | +52.5% | -125.7% | -79.6% |
| All | -22.7% | +58.7% | -81.4% | -40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling