+141.5%
W vs BUD
-23.5%
+165.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | +6.5% | +0.8% | +5.7% | +6.1% |
| 30D | -6.2% | -4.8% | -1.4% | -3.9% |
| 3M | +48.9% | +1.4% | +47.5% | +47.3% |
| 6M | +31.2% | +9.9% | +21.3% | +23.6% |
| YTD | -0.4% | +26.3% | -26.8% | -13.8% |
| 1Y | +14.8% | +36.1% | -21.3% | -4.4% |
| 3Y | +40.5% | +48.6% | -8.1% | +9.0% |
| 5Y | -62.1% | +45.0% | -107.1% | -70.1% |
| 10Y | +141.5% | -23.1% | +164.6% | +102.8% |
| All | +141.5% | -23.5% | +165.1% | +102.8% |
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