+326.5%
F vs BUD
+219.3%
+107.2%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -2.0% |
| 7D | +1.4% | +7.1% | -5.8% | -1.9% |
| 30D | +2.0% | +12.7% | -10.6% | -3.8% |
| 3M | -10.4% | 0.0% | -10.4% | -10.6% |
| 6M | +9.7% | +7.6% | +2.1% | +5.3% |
| YTD | -1.2% | +35.0% | -36.2% | -15.4% |
| 1Y | 0.0% | +37.6% | -37.5% | -15.2% |
| 3Y | +41.1% | +51.5% | -10.4% | +11.1% |
| 5Y | -11.4% | +50.2% | -61.7% | -30.7% |
| 10Y | +85.0% | -7.2% | +92.2% | +65.0% |
| All | +326.5% | +219.3% | +107.2% | +79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling