+33.8%
FFIV vs BUD
+51.6%
-17.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.9% |
| 7D | -0.5% | +1.0% | -1.6% | -0.7% |
| 30D | -32.4% | +6.7% | -39.1% | -33.3% |
| 3M | -25.7% | +5.7% | -31.4% | -26.6% |
| 6M | -13.5% | +5.8% | -19.3% | -14.9% |
| YTD | +21.1% | +34.4% | -13.3% | +11.2% |
| 1Y | +29.4% | +33.3% | -3.9% | +19.1% |
| 3Y | +94.9% | +48.8% | +46.1% | +68.0% |
| All | +33.8% | +51.6% | -17.8% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling