-37.5%
U vs BUD
+49.2%
-86.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.9% |
| 7D | +4.5% | +0.8% | +3.7% | +4.2% |
| 30D | -0.6% | -4.8% | +4.2% | +1.2% |
| 3M | +48.4% | +1.4% | +47.1% | +46.8% |
| 6M | +115.4% | +9.9% | +105.5% | +104.9% |
| YTD | -3.2% | +26.3% | -29.6% | -15.1% |
| 1Y | -6.0% | +36.1% | -42.2% | -20.8% |
| 3Y | +13.5% | +48.6% | -35.1% | -11.0% |
| 5Y | -68.0% | +45.0% | -113.0% | -75.1% |
| All | -37.5% | +49.2% | -86.6% | -50.2% |
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