-17.5%
Z vs BUD
+48.3%
-65.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.4% |
| 7D | -13.1% | +0.5% | -13.6% | -13.3% |
| 30D | +5.9% | +7.4% | -1.5% | +4.0% |
| 3M | -13.7% | +4.3% | -18.0% | -14.7% |
| 6M | -27.1% | +5.3% | -32.4% | -28.1% |
| YTD | -56.8% | +33.2% | -90.0% | -59.8% |
| 1Y | -60.2% | +31.8% | -92.0% | -62.9% |
| All | -17.5% | +48.3% | -65.8% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling