+376.7%
URA vs BUD
-23.5%
+400.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.4% |
| 7D | +8.1% | +0.8% | +7.3% | +7.8% |
| 30D | +5.8% | -4.8% | +10.6% | +7.5% |
| 3M | +3.4% | +1.4% | +2.1% | +2.4% |
| 6M | -2.6% | +9.9% | -12.5% | -6.5% |
| YTD | +11.2% | +26.3% | -15.2% | +1.4% |
| 1Y | +19.8% | +36.1% | -16.3% | +6.0% |
| 3Y | +121.5% | +48.6% | +72.9% | +86.7% |
| 5Y | +134.5% | +45.0% | +89.5% | +96.3% |
| 10Y | +376.7% | -23.1% | +399.8% | +318.1% |
| All | +376.7% | -23.5% | +400.2% | +318.1% |
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