+162.7%
FE vs BUD
+219.3%
-56.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.6% |
| 7D | +0.6% | +7.1% | -6.6% | -1.2% |
| 30D | +6.4% | +12.7% | -6.3% | +3.1% |
| 3M | -0.5% | 0.0% | -0.5% | -0.7% |
| 6M | +4.7% | +7.6% | -2.8% | +2.4% |
| YTD | +8.4% | +35.0% | -26.6% | -0.5% |
| 1Y | +7.2% | +37.6% | -30.3% | -2.2% |
| 3Y | +44.9% | +51.5% | -6.6% | +26.9% |
| 5Y | +46.3% | +50.2% | -3.9% | +26.3% |
| 10Y | +110.3% | -7.2% | +117.5% | +92.9% |
| All | +162.7% | +219.3% | -56.6% | +63.9% |
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 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