+1,024.9%
FFIV vs BUD
+201.1%
+823.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -1.0% | +0.3% | -1.2% | -1.1% |
| 30D | -5.1% | -5.7% | +0.6% | -3.2% |
| 3M | -4.5% | +3.1% | -7.6% | -6.0% |
| 6M | +36.5% | +7.9% | +28.6% | +31.5% |
| YTD | +53.0% | +27.3% | +25.6% | +37.8% |
| 1Y | +24.2% | +37.8% | -13.6% | +8.3% |
| 3Y | +137.2% | +49.8% | +87.4% | +94.4% |
| 5Y | +91.8% | +43.8% | +47.9% | +56.8% |
| 10Y | +215.2% | -22.6% | +237.8% | +213.9% |
| All | +1,024.9% | +201.1% | +823.9% | +409.8% |
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