+543.0%
XYZ vs BUD
-15.6%
+558.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.9% | -5.0% |
| 7D | +9.2% | +7.1% | +2.1% | +5.5% |
| 30D | +9.8% | +12.7% | -2.9% | +3.2% |
| 3M | -0.2% | 0.0% | -0.2% | -0.3% |
| 6M | +18.0% | +7.6% | +10.4% | +12.9% |
| YTD | +29.1% | +35.0% | -5.9% | +8.3% |
| 1Y | +14.1% | +37.6% | -23.4% | -5.4% |
| 3Y | +72.6% | +51.5% | +21.1% | +32.2% |
| 5Y | -64.6% | +50.2% | -114.8% | -72.5% |
| 10Y | +590.0% | -7.2% | +597.2% | +462.6% |
| All | +543.0% | -15.6% | +558.6% | +439.4% |
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