+498.6%
USB vs BUD
+201.1%
+297.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +1.4% | +0.3% | +1.2% | +1.3% |
| 30D | -1.3% | -5.7% | +4.4% | +1.3% |
| 3M | +15.2% | +3.1% | +12.1% | +13.2% |
| 6M | +18.8% | +7.9% | +11.0% | +13.7% |
| YTD | +21.0% | +27.3% | -6.3% | +6.6% |
| 1Y | +34.0% | +37.8% | -3.8% | +13.4% |
| 3Y | +95.3% | +49.8% | +45.5% | +54.7% |
| 5Y | +40.4% | +43.8% | -3.5% | +11.6% |
| 10Y | +107.3% | -22.6% | +129.9% | +100.2% |
| All | +498.6% | +201.1% | +297.5% | +194.7% |
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 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