+92.7%
USB vs BUD
-7.7%
+100.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.9% |
| 7D | -1.5% | +7.1% | -8.6% | -4.6% |
| 30D | +4.3% | +12.7% | -8.4% | -1.4% |
| 3M | -6.1% | 0.0% | -6.1% | -6.4% |
| 6M | +9.4% | +7.6% | +1.8% | +5.0% |
| YTD | +15.2% | +35.0% | -19.8% | -1.5% |
| 1Y | +32.8% | +37.6% | -4.8% | +12.5% |
| 3Y | +91.3% | +51.5% | +39.8% | +50.4% |
| 5Y | +22.7% | +50.2% | -27.6% | -4.6% |
| All | +92.7% | -7.7% | +100.4% | +46.5% |
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 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