-0.3%
FERG vs BUD
+33.8%
-34.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.8% |
| 7D | +0.9% | -1.3% | +2.2% | +1.3% |
| 30D | -15.1% | -6.1% | -8.9% | -13.6% |
| 3M | -4.8% | -3.8% | -1.1% | -4.3% |
| 6M | -2.5% | +8.2% | -10.6% | -6.3% |
| YTD | +1.8% | +23.6% | -21.8% | -4.9% |
| 1Y | -0.3% | +33.4% | -33.8% | -4.7% |
| All | -0.3% | +33.8% | -34.1% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling