+764.4%
VYM vs BUD
+198.8%
+565.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.2% |
| 7D | +0.1% | +0.8% | -0.6% | -0.1% |
| 30D | -1.3% | -4.8% | +3.5% | +0.3% |
| 3M | +4.1% | +1.4% | +2.7% | +3.3% |
| 6M | +9.8% | +9.9% | -0.1% | +5.7% |
| YTD | +15.3% | +26.3% | -11.0% | +5.7% |
| 1Y | +20.0% | +36.1% | -16.1% | +7.0% |
| 3Y | +66.2% | +48.6% | +17.7% | +41.1% |
| 5Y | +77.5% | +45.0% | +32.5% | +49.0% |
| 10Y | +201.7% | -23.1% | +224.8% | +199.1% |
| All | +764.4% | +198.8% | +565.6% | +382.6% |
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