-68.4%
U vs BUD
+48.8%
-117.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.3% |
| 7D | +36.6% | +4.5% | +32.1% | +33.6% |
| 30D | +13.3% | +12.5% | +0.8% | +6.2% |
| 3M | +26.2% | 0.0% | +26.2% | +25.5% |
| 6M | +88.7% | +3.8% | +84.9% | +82.3% |
| YTD | +16.6% | +33.1% | -16.5% | -6.7% |
| 1Y | +29.0% | +35.5% | -6.6% | +1.4% |
| 3Y | +99.5% | +49.4% | +50.1% | +37.0% |
| All | -68.4% | +48.8% | -117.2% | -79.5% |
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