+40.5%
BUD vs FGI
-74.8%
+115.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -25.2% | +26.3% | +1.1% |
| 7D | +1.0% | -14.4% | +15.4% | +1.0% |
| 30D | +6.7% | -11.8% | +18.4% | +6.7% |
| 3M | +5.7% | -46.2% | +52.0% | +5.8% |
| 6M | +5.8% | +5.2% | +0.6% | +5.6% |
| YTD | +34.4% | +10.5% | +23.9% | +34.1% |
| 1Y | +33.3% | +25.5% | +7.8% | +33.0% |
| 3Y | +48.8% | -16.0% | +64.8% | +48.6% |
| All | +40.5% | -74.8% | +115.3% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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