+499.7%
FICO vs BUD
-9.0%
+508.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.2% |
| 7D | -0.9% | +4.5% | -5.4% | -2.9% |
| 30D | +3.3% | +12.5% | -9.2% | -1.6% |
| 3M | -31.7% | 0.0% | -31.7% | -31.4% |
| 6M | -34.0% | +3.8% | -37.8% | -34.7% |
| YTD | -58.3% | +33.1% | -91.4% | -63.2% |
| 1Y | -57.9% | +35.5% | -93.4% | -63.1% |
| 3Y | -24.1% | +49.4% | -73.5% | -37.4% |
| 5Y | +85.3% | +48.0% | +37.3% | +49.7% |
| All | +499.7% | -9.0% | +508.7% | +393.2% |
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