-16.1%
Z vs BUD
-9.0%
-7.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -1.0% | -1.8% |
| 7D | -4.6% | +4.5% | -9.0% | -6.3% |
| 30D | +8.3% | +12.5% | -4.2% | +3.3% |
| 3M | -11.6% | 0.0% | -11.6% | -11.4% |
| 6M | -33.6% | +3.8% | -37.4% | -34.6% |
| YTD | -56.7% | +33.1% | -89.7% | -62.0% |
| 1Y | -59.1% | +35.5% | -94.6% | -64.5% |
| 3Y | -20.4% | +49.4% | -69.8% | -35.4% |
| 5Y | -55.3% | +48.0% | -103.3% | -64.0% |
| All | -16.1% | -9.0% | -7.1% | -33.7% |
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