+159.0%
FE vs BUD
+214.6%
-55.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.0% |
| 7D | -1.0% | +4.5% | -5.5% | -2.2% |
| 30D | +4.1% | +12.5% | -8.4% | +0.9% |
| 3M | -1.0% | 0.0% | -1.0% | -1.2% |
| 6M | +4.0% | +3.8% | +0.2% | +2.7% |
| YTD | +6.8% | +33.1% | -26.2% | -1.6% |
| 1Y | +5.3% | +35.5% | -30.2% | -3.6% |
| 3Y | +44.6% | +49.4% | -4.8% | +27.1% |
| 5Y | +44.2% | +48.0% | -3.8% | +25.0% |
| 10Y | +107.3% | -8.6% | +115.8% | +90.9% |
| All | +159.0% | +214.6% | -55.6% | +62.2% |
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