-56.4%
FICO vs BUD
+38.4%
-94.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.1% | -6.3% | -4.8% |
| 7D | +0.4% | +3.3% | -2.9% | -1.5% |
| 30D | +1.7% | +11.8% | -10.2% | -3.2% |
| 3M | -33.0% | -1.1% | -32.0% | -34.0% |
| 6M | -33.9% | +14.9% | -48.8% | -35.6% |
| YTD | -58.5% | +32.6% | -91.1% | -63.5% |
| 1Y | -56.4% | +37.2% | -93.5% | -62.3% |
| All | -56.4% | +38.4% | -94.7% | -62.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling