+91.0%
FICO vs BUD
+50.1%
+40.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +1.4% | -1.6% | +3.0% | +2.1% |
| 30D | -0.8% | +6.7% | -7.4% | -3.2% |
| 3M | -31.3% | +5.9% | -37.2% | -32.5% |
| 6M | -33.9% | +5.1% | -39.0% | -35.0% |
| YTD | -57.6% | +32.9% | -90.4% | -62.0% |
| 1Y | -59.7% | +31.8% | -91.5% | -63.8% |
| 3Y | -28.0% | +47.4% | -75.4% | -39.1% |
| 5Y | +91.0% | +50.8% | +40.2% | +48.6% |
| All | +91.0% | +50.1% | +40.8% | +48.6% |
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