-21.6%
FDS vs BUD
+35.5%
-57.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.3% |
| 7D | -5.4% | +0.8% | -6.1% | -5.4% |
| 30D | +1.6% | -4.8% | +6.4% | +1.2% |
| 3M | +17.7% | +1.4% | +16.4% | +17.9% |
| 6M | +29.1% | +9.9% | +19.2% | +28.9% |
| YTD | +1.0% | +26.3% | -25.4% | -1.7% |
| 1Y | -21.6% | +36.1% | -57.8% | -23.8% |
| All | -21.6% | +35.5% | -57.1% | -23.8% |
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