+127.8%
FFIV vs BUD
-9.0%
+136.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | -8.1% | +4.5% | -12.6% | -9.2% |
| 30D | -33.4% | +12.5% | -45.9% | -35.5% |
| 3M | -24.7% | 0.0% | -24.7% | -25.0% |
| 6M | -8.8% | +3.8% | -12.6% | -10.4% |
| YTD | +21.8% | +33.1% | -11.3% | +11.1% |
| 1Y | +25.3% | +35.5% | -10.2% | +13.7% |
| 3Y | +101.2% | +49.4% | +51.8% | +73.5% |
| 5Y | +40.2% | +48.0% | -7.8% | +19.7% |
| All | +127.8% | -9.0% | +136.8% | +87.4% |
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