+34.3%
FANG vs BUD
+38.4%
-4.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.1% | -8.0% | -4.4% |
| 7D | -11.3% | +3.3% | -14.6% | -10.6% |
| 30D | -0.7% | +11.8% | -12.5% | +1.2% |
| 3M | -4.2% | -1.1% | -3.1% | -4.3% |
| 6M | -13.5% | +14.9% | -28.4% | -10.8% |
| YTD | +23.7% | +32.6% | -8.9% | +19.9% |
| 1Y | +34.3% | +37.2% | -2.8% | +30.4% |
| All | +34.3% | +38.4% | -4.0% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling