+160.9%
FE vs BUD
+201.1%
-40.2%
-47.7%
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 | +1.9% | +0.3% | +1.7% | +1.9% |
| 30D | -1.2% | -5.7% | +4.5% | +0.3% |
| 3M | +3.5% | +3.1% | +0.4% | +2.5% |
| 6M | -6.1% | +7.9% | -13.9% | -8.3% |
| YTD | +7.6% | +27.3% | -19.7% | +0.4% |
| 1Y | +11.9% | +37.8% | -25.9% | +2.1% |
| 3Y | +48.4% | +49.8% | -1.4% | +30.4% |
| 5Y | +44.8% | +43.8% | +1.0% | +26.3% |
| 10Y | +115.9% | -22.6% | +138.5% | +108.6% |
| All | +160.9% | +201.1% | -40.2% | +65.5% |
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