+169.9%
W vs BUD
+47.9%
+122.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -1.7% | -1.6% | -0.1% | -1.1% |
| 30D | +3.2% | +6.7% | -3.4% | +0.5% |
| 3M | +8.3% | +5.9% | +2.4% | +5.6% |
| 6M | +84.3% | +5.1% | +79.2% | +79.6% |
| YTD | +11.0% | +32.9% | -21.9% | -4.8% |
| 1Y | -0.2% | +31.8% | -32.0% | -14.1% |
| All | +169.9% | +47.9% | +122.0% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling