+76.9%
FICO vs BUD
+48.8%
+28.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.2% |
| 7D | -0.9% | +4.5% | -5.4% | -2.8% |
| 30D | +3.3% | +12.5% | -9.2% | -1.2% |
| 3M | -31.7% | 0.0% | -31.7% | -31.6% |
| 6M | -34.0% | +3.8% | -37.8% | -34.8% |
| YTD | -58.3% | +33.1% | -91.4% | -62.7% |
| 1Y | -57.9% | +35.5% | -93.4% | -62.6% |
| 3Y | -24.1% | +49.4% | -73.5% | -36.2% |
| All | +76.9% | +48.8% | +28.1% | +38.6% |
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