-23.9%
FDS vs BUD
+49.6%
-73.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +1.5% | +1.0% | +0.5% | +1.2% |
| 30D | +14.8% | +6.7% | +8.1% | +13.4% |
| 3M | +16.3% | +5.7% | +10.6% | +14.9% |
| 6M | +66.2% | +5.8% | +60.4% | +64.0% |
| YTD | +16.2% | +34.4% | -18.2% | +8.6% |
| 1Y | +21.8% | +33.3% | -11.4% | +14.0% |
| 3Y | -23.9% | +48.8% | -72.7% | -31.5% |
| All | -23.9% | +49.6% | -73.5% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling