+1,516.3%
FERG vs BUD
+125.7%
+1,390.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.4% | -3.6% |
| 7D | +8.2% | -1.6% | +9.7% | +8.4% |
| 30D | +14.4% | +6.7% | +7.7% | +13.4% |
| 3M | +4.3% | +5.9% | -1.5% | +3.5% |
| 6M | +7.9% | +5.1% | +2.8% | +7.1% |
| YTD | +16.3% | +32.9% | -16.6% | +12.2% |
| 1Y | +2.2% | +31.8% | -29.6% | -1.2% |
| 3Y | +67.3% | +47.4% | +19.9% | +58.8% |
| 5Y | +75.3% | +50.8% | +24.5% | +65.1% |
| 10Y | +421.0% | -5.1% | +426.1% | +397.5% |
| All | +1,516.3% | +125.7% | +1,390.7% | +1,426.6% |
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