+243.6%
W vs BUD
-8.7%
+252.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.2% | +3.9% |
| 7D | +3.3% | +1.3% | +2.0% | +2.6% |
| 30D | +10.5% | +10.0% | +0.5% | +4.9% |
| 3M | +9.6% | +1.6% | +8.0% | +8.3% |
| 6M | +76.4% | +6.5% | +69.9% | +69.4% |
| YTD | +16.4% | +34.8% | -18.4% | -2.9% |
| 1Y | +9.3% | +36.5% | -27.1% | -9.4% |
| 3Y | +172.8% | +49.0% | +123.9% | +111.1% |
| 5Y | -53.4% | +51.7% | -105.1% | -64.3% |
| 10Y | +243.6% | -7.5% | +251.2% | +159.1% |
| All | +243.6% | -8.7% | +252.4% | +159.1% |
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