-27.6%
FDS vs BUD
+50.7%
-78.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.5% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | +9.0% | -5.7% | +14.7% | +9.9% |
| 3M | +18.9% | +3.1% | +15.7% | +18.2% |
| 6M | +35.1% | +7.9% | +27.3% | +32.9% |
| YTD | +5.5% | +27.3% | -21.8% | -0.2% |
| 1Y | -16.8% | +37.8% | -54.6% | -22.8% |
| All | -27.6% | +50.7% | -78.3% | -34.9% |
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