+25.5%
FDS vs BUD
+37.1%
-11.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | -5.0% | +1.3% | -6.3% | -5.2% |
| 30D | +13.8% | +10.0% | +3.7% | +12.5% |
| 3M | +14.8% | +1.6% | +13.3% | +13.1% |
| 6M | +47.4% | +6.5% | +40.9% | +45.7% |
| YTD | +14.2% | +34.8% | -20.7% | +8.3% |
| All | +25.5% | +37.1% | -11.6% | +19.8% |
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 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