+348.1%
FERG vs BUD
-22.8%
+371.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.0% | -3.2% | +2.2% | -0.5% |
| 30D | -11.8% | -3.7% | -8.1% | -11.3% |
| 3M | -1.2% | -4.4% | +3.2% | -0.6% |
| 6M | -2.3% | +7.7% | -10.0% | -3.6% |
| YTD | +0.8% | +23.1% | -22.3% | -2.5% |
| 1Y | +0.5% | +33.6% | -33.2% | -4.0% |
| 3Y | +51.4% | +44.7% | +6.7% | +41.9% |
| 5Y | +67.5% | +44.9% | +22.6% | +56.1% |
| All | +348.1% | -22.8% | +371.0% | +323.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling