+177.5%
VSH vs BUD
-22.5%
+200.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.7% |
| 7D | +6.2% | +0.8% | +5.5% | +5.8% |
| 30D | -11.1% | -4.8% | -6.3% | -9.2% |
| 3M | -44.9% | +1.4% | -46.3% | -46.0% |
| 6M | +90.0% | +9.9% | +80.1% | +78.5% |
| YTD | +118.8% | +26.3% | +92.4% | +91.1% |
| 1Y | +109.0% | +36.1% | +72.8% | +75.1% |
| 3Y | +35.6% | +48.6% | -12.9% | +5.0% |
| 5Y | +66.7% | +45.0% | +21.7% | +26.8% |
| All | +177.5% | -22.5% | +200.0% | +127.1% |
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