+196.2%
W vs BUD
+1.6%
+194.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -0.7% |
| 7D | -3.6% | +4.5% | -8.1% | -5.8% |
| 30D | +7.0% | +12.5% | -5.6% | +0.3% |
| 3M | +7.4% | 0.0% | +7.4% | +6.9% |
| 6M | +69.3% | +3.8% | +65.5% | +64.7% |
| YTD | +11.3% | +33.1% | -21.8% | -6.4% |
| 1Y | +13.2% | +35.5% | -22.3% | -5.7% |
| 3Y | +142.0% | +49.4% | +92.6% | +87.4% |
| 5Y | -54.6% | +48.0% | -102.7% | -64.7% |
| 10Y | +243.7% | -8.6% | +252.3% | +177.6% |
| All | +196.2% | +1.6% | +194.7% | +103.4% |
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