+78.3%
FDS vs BUD
-23.5%
+101.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.1% |
| 7D | -5.4% | +0.8% | -6.1% | -5.6% |
| 30D | +1.6% | -4.8% | +6.4% | +2.9% |
| 3M | +17.7% | +1.4% | +16.4% | +17.2% |
| 6M | +29.1% | +9.9% | +19.2% | +25.2% |
| YTD | +1.0% | +26.3% | -25.4% | -5.9% |
| 1Y | -21.6% | +36.1% | -57.8% | -28.5% |
| 3Y | -30.1% | +48.6% | -78.7% | -38.6% |
| 5Y | -20.7% | +45.0% | -65.7% | -31.1% |
| 10Y | +78.3% | -23.1% | +101.4% | +65.2% |
| All | +78.3% | -23.5% | +101.8% | +65.2% |
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