-15.6%
Z vs BUD
-2.1%
-13.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.3% | +3.0% |
| 7D | +0.8% | +1.0% | -0.2% | +0.4% |
| 30D | +5.2% | +6.7% | -1.5% | +2.5% |
| 3M | -17.0% | +5.7% | -22.7% | -18.7% |
| 6M | -22.7% | +5.8% | -28.5% | -24.4% |
| YTD | -56.3% | +34.4% | -90.7% | -61.9% |
| 1Y | -57.7% | +33.3% | -90.9% | -63.0% |
| 3Y | -16.5% | +48.8% | -65.4% | -32.1% |
| 5Y | -53.4% | +52.5% | -105.9% | -63.0% |
| All | -15.6% | -2.1% | -13.5% | -38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling