+181.9%
FANG vs BUD
-22.3%
+204.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.6% |
| 7D | +2.9% | -2.6% | +5.5% | +4.4% |
| 30D | +2.6% | -1.2% | +3.8% | +3.1% |
| 3M | +7.6% | -4.9% | +12.5% | +9.9% |
| 6M | +17.3% | +9.3% | +8.1% | +8.9% |
| YTD | +38.7% | +24.0% | +14.7% | +19.1% |
| 1Y | +51.6% | +34.5% | +17.1% | +23.4% |
| 3Y | +50.0% | +43.7% | +6.3% | +10.6% |
| 5Y | +237.6% | +46.0% | +191.5% | +131.2% |
| All | +181.9% | -22.3% | +204.2% | +137.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling