-0.9%
Z vs BUD
-23.0%
+22.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -3.0% | +0.3% | -3.3% | -3.1% |
| 30D | -4.2% | -5.7% | +1.5% | -1.8% |
| 3M | -3.7% | +3.1% | -6.8% | -5.0% |
| 6M | -24.5% | +7.9% | -32.4% | -27.2% |
| YTD | -49.3% | +27.3% | -76.6% | -54.8% |
| 1Y | -58.7% | +37.8% | -96.5% | -64.5% |
| 3Y | -34.1% | +49.8% | -84.0% | -47.0% |
| 5Y | -64.5% | +43.8% | -108.4% | -71.3% |
| All | -0.9% | -23.0% | +22.1% | -16.8% |
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