+1,400.5%
FANG vs BUD
+24.4%
+1,376.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | -1.7% | +0.8% | -2.5% | -2.2% |
| 30D | +6.8% | -4.8% | +11.6% | +9.4% |
| 3M | +1.3% | +1.4% | -0.1% | -0.2% |
| 6M | +11.8% | +9.9% | +1.9% | +3.7% |
| YTD | +35.1% | +26.3% | +8.7% | +15.1% |
| 1Y | +48.9% | +36.1% | +12.8% | +20.9% |
| 3Y | +42.8% | +48.6% | -5.8% | +4.1% |
| 5Y | +230.3% | +45.0% | +185.3% | +131.9% |
| 10Y | +167.0% | -23.1% | +190.1% | +142.7% |
| All | +1,400.5% | +24.4% | +1,376.1% | +915.8% |
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