+39.3%
BUD vs FGI
-68.3%
+107.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.9% | -8.2% | -2.3% |
| 7D | +0.5% | +6.9% | -6.4% | +0.5% |
| 30D | +7.4% | +3.9% | +3.5% | +7.4% |
| 3M | +4.3% | +74.3% | -70.0% | +4.1% |
| 6M | +5.3% | +28.9% | -23.7% | +5.1% |
| YTD | +33.2% | +39.1% | -5.9% | +33.0% |
| 1Y | +31.8% | +49.3% | -17.6% | +31.5% |
| 3Y | +47.8% | +5.7% | +42.0% | +47.6% |
| All | +39.3% | -68.3% | +107.6% | +38.3% |
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