+130.0%
FDS vs BUD
-8.7%
+138.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -5.0% | +1.3% | -6.3% | -5.3% |
| 30D | +13.8% | +10.0% | +3.7% | +11.0% |
| 3M | +14.8% | +1.6% | +13.3% | +14.4% |
| 6M | +47.4% | +6.5% | +40.9% | +44.8% |
| YTD | +14.2% | +34.8% | -20.7% | +4.6% |
| 1Y | +26.6% | +36.5% | -9.8% | +15.6% |
| 3Y | -24.4% | +49.0% | -73.4% | -33.4% |
| 5Y | -22.6% | +51.7% | -74.3% | -33.3% |
| 10Y | +130.0% | -7.5% | +137.5% | +104.0% |
| All | +130.0% | -8.7% | +138.7% | +104.0% |
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