+208.9%
W vs BUD
-3.2%
+212.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.4% |
| 7D | -1.7% | -1.6% | -0.1% | -0.9% |
| 30D | +3.2% | +6.7% | -3.4% | -0.5% |
| 3M | +8.3% | +5.9% | +2.4% | +4.6% |
| 6M | +84.3% | +5.1% | +79.2% | +78.1% |
| YTD | +11.0% | +32.9% | -21.9% | -6.9% |
| 1Y | -0.2% | +31.8% | -32.0% | -15.9% |
| 3Y | +157.9% | +47.4% | +110.6% | +100.1% |
| 5Y | -56.8% | +50.8% | -107.6% | -66.9% |
| All | +208.9% | -3.2% | +212.1% | +142.1% |
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