+769.9%
FDX vs BUD
+201.1%
+568.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -2.5% | +0.3% | -2.8% | -2.6% |
| 30D | +3.8% | -5.7% | +9.5% | +6.4% |
| 3M | -1.3% | +3.1% | -4.4% | -2.9% |
| 6M | +5.0% | +7.9% | -2.9% | +1.1% |
| YTD | +39.6% | +27.3% | +12.3% | +25.0% |
| 1Y | +81.1% | +37.8% | +43.3% | +56.4% |
| 3Y | +63.0% | +49.8% | +13.2% | +32.2% |
| 5Y | +65.6% | +43.8% | +21.8% | +33.9% |
| 10Y | +183.4% | -22.6% | +206.0% | +178.9% |
| All | +769.9% | +201.1% | +568.8% | +312.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling