-46.6%
VG vs BUD
+78.6%
-125.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.8% | +4.2% |
| 7D | +5.5% | +0.5% | +5.0% | +5.9% |
| 30D | -3.6% | +7.4% | -11.0% | +0.9% |
| 3M | -4.0% | +4.3% | -8.3% | -1.0% |
| 6M | +9.4% | +5.3% | +4.1% | +14.1% |
| YTD | +86.6% | +33.2% | +53.4% | +114.4% |
| 1Y | +69.5% | +31.8% | +37.7% | +94.8% |
| All | -46.6% | +78.6% | -125.2% | -5.5% |
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