+1,348.4%
FERG vs BUD
+116.2%
+1,232.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.2% | +2.3% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | -10.2% | -5.7% | -4.5% | -9.6% |
| 3M | -0.6% | +3.1% | -3.7% | -1.0% |
| 6M | -6.5% | +7.9% | -14.4% | -7.5% |
| YTD | +4.2% | +27.3% | -23.2% | +1.2% |
| 1Y | -2.3% | +37.8% | -40.1% | -6.0% |
| 3Y | +48.5% | +49.8% | -1.4% | +40.9% |
| 5Y | +72.0% | +43.8% | +28.2% | +62.9% |
| 10Y | +369.9% | -22.6% | +392.5% | +354.4% |
| All | +1,348.4% | +116.2% | +1,232.2% | +1,276.0% |
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