+33.1%
BUD vs FGI
-70.4%
+103.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.5% | -7.4% | +0.1% |
| 7D | +0.3% | +0.5% | -0.3% | +0.3% |
| 30D | -5.7% | +65.4% | -71.1% | -5.8% |
| 3M | +3.1% | +23.5% | -20.4% | +3.0% |
| 6M | +7.9% | +60.5% | -52.7% | +7.7% |
| YTD | +27.3% | +30.0% | -2.7% | +27.1% |
| 1Y | +37.8% | +82.1% | -44.3% | +37.4% |
| 3Y | +49.8% | -4.4% | +54.2% | +49.8% |
| All | +33.1% | -70.4% | +103.5% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling