+91.7%
USB vs BUD
-9.0%
+100.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.2% |
| 7D | 0.0% | +4.5% | -4.5% | -2.0% |
| 30D | +5.8% | +12.5% | -6.7% | +0.1% |
| 3M | -6.0% | 0.0% | -5.9% | -6.3% |
| 6M | +7.8% | +3.8% | +4.0% | +5.2% |
| YTD | +14.6% | +33.1% | -18.5% | -1.3% |
| 1Y | +31.8% | +35.5% | -3.7% | +12.4% |
| 3Y | +91.5% | +49.4% | +42.1% | +51.6% |
| 5Y | +22.0% | +48.0% | -26.0% | -4.5% |
| All | +91.7% | -9.0% | +100.7% | +46.7% |
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