+46.2%
FE vs BUD
+51.3%
-5.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -0.5% | +6.0% | -6.6% | -1.6% |
| 30D | +4.3% | +11.3% | -7.0% | +2.2% |
| 3M | +0.4% | +3.6% | -3.2% | -0.4% |
| 6M | +6.9% | +7.7% | -0.8% | +5.3% |
| YTD | +8.0% | +36.4% | -28.4% | +1.4% |
| 1Y | +4.8% | +37.8% | -33.0% | -1.9% |
| 3Y | +49.0% | +51.2% | -2.3% | +34.6% |
| 5Y | +46.2% | +53.4% | -7.2% | +27.7% |
| All | +46.2% | +51.3% | -5.0% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling