+481.9%
USB vs BUD
+213.5%
+268.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +0.5% |
| 7D | +2.4% | +3.3% | -0.9% | +0.8% |
| 30D | +6.6% | +11.8% | -5.3% | +1.0% |
| 3M | -4.1% | -1.1% | -3.0% | -4.0% |
| 6M | +12.5% | +14.9% | -2.4% | +4.5% |
| YTD | +17.6% | +32.6% | -15.0% | +1.4% |
| 1Y | +36.5% | +37.2% | -0.7% | +15.7% |
| 3Y | +95.4% | +48.8% | +46.6% | +55.2% |
| 5Y | +26.1% | +50.7% | -24.6% | -1.8% |
| 10Y | +101.3% | -8.9% | +110.2% | +79.8% |
| All | +481.9% | +213.5% | +268.4% | +180.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling