-53.6%
Z vs BUD
+38.4%
-91.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.1% | +6.3% | +8.2% |
| 7D | +10.2% | +3.3% | +6.9% | +8.9% |
| 30D | +23.7% | +11.8% | +11.8% | +20.4% |
| 3M | -6.6% | -1.1% | -5.5% | -7.9% |
| 6M | -23.0% | +14.9% | -37.9% | -23.0% |
| YTD | -50.3% | +32.6% | -82.9% | -53.6% |
| 1Y | -53.6% | +37.2% | -90.8% | -57.6% |
| All | -53.6% | +38.4% | -91.9% | -57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling