+22.7%
USB vs BUD
+50.9%
-28.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.8% |
| 7D | -1.5% | +7.1% | -8.6% | -4.1% |
| 30D | +4.3% | +12.7% | -8.4% | -0.5% |
| 3M | -6.1% | 0.0% | -6.1% | -6.3% |
| 6M | +9.4% | +7.6% | +1.8% | +5.7% |
| YTD | +15.2% | +35.0% | -19.8% | +0.3% |
| 1Y | +32.8% | +37.6% | -4.8% | +14.6% |
| 3Y | +91.3% | +51.5% | +39.8% | +53.3% |
| 5Y | +22.7% | +50.2% | -27.6% | -3.9% |
| All | +22.7% | +50.9% | -28.2% | -3.9% |
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