+28.5%
USFR vs BUD
-4.5%
+33.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | +0.4% | +7.4% | -7.0% | +0.4% |
| 3M | +1.1% | +4.3% | -3.2% | +1.1% |
| 6M | +2.1% | +5.3% | -3.2% | +2.0% |
| YTD | +3.4% | +33.2% | -29.8% | +3.4% |
| 1Y | +4.1% | +31.8% | -27.7% | +4.1% |
| 3Y | +14.4% | +47.8% | -33.4% | +14.4% |
| 5Y | +21.4% | +50.2% | -28.7% | +21.4% |
| 10Y | +28.5% | -4.8% | +33.3% | +28.7% |
| All | +28.5% | -4.5% | +33.0% | +28.7% |
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 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