+72.6%
XYZ vs BUD
+49.3%
+23.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.1% |
| 7D | +12.1% | +4.5% | +7.7% | +10.8% |
| 30D | +12.4% | +12.5% | -0.1% | +8.9% |
| 3M | +8.2% | 0.0% | +8.2% | +8.0% |
| 6M | +20.7% | +3.8% | +16.9% | +19.2% |
| YTD | +31.3% | +33.1% | -1.7% | +19.8% |
| 1Y | +20.5% | +35.5% | -15.0% | +9.1% |
| 3Y | +72.6% | +49.4% | +23.2% | +44.9% |
| All | +72.6% | +49.3% | +23.3% | +44.9% |
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