-58.7%
Z vs BUD
+36.8%
-95.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -3.0% | +0.3% | -3.3% | -3.0% |
| 30D | -4.2% | -5.7% | +1.5% | -3.8% |
| 3M | -3.7% | +3.1% | -6.8% | -3.7% |
| 6M | -24.5% | +7.9% | -32.4% | -25.3% |
| YTD | -49.3% | +27.3% | -76.6% | -53.3% |
| 1Y | -58.7% | +37.8% | -96.5% | -64.2% |
| All | -58.7% | +36.8% | -95.5% | -64.2% |
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