+32.6%
USB vs BUD
+38.6%
-6.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.5% |
| 7D | +1.4% | +6.0% | -4.6% | +0.3% |
| 30D | +6.4% | +11.3% | -4.8% | +4.4% |
| 3M | -4.5% | +3.6% | -8.0% | -5.3% |
| 6M | +11.4% | +7.7% | +3.7% | +9.5% |
| YTD | +17.1% | +36.4% | -19.3% | +5.9% |
| 1Y | +32.6% | +37.8% | -5.3% | +18.4% |
| All | +32.6% | +38.6% | -6.0% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling