+5,878.4%
FICO vs BUD
+201.1%
+5,677.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.2% | -16.8% | -16.8% |
| 7D | -19.2% | +0.3% | -19.5% | -19.3% |
| 30D | -14.6% | -5.7% | -8.9% | -12.3% |
| 3M | -20.1% | +3.1% | -23.2% | -21.3% |
| 6M | -36.3% | +7.9% | -44.2% | -38.8% |
| YTD | -44.9% | +27.3% | -72.2% | -51.1% |
| 1Y | -38.6% | +37.8% | -76.4% | -47.6% |
| 3Y | +4.0% | +49.8% | -45.9% | -16.6% |
| 5Y | +99.5% | +43.8% | +55.7% | +58.9% |
| 10Y | +604.7% | -22.6% | +627.3% | +593.3% |
| All | +5,878.4% | +201.1% | +5,677.3% | +2,883.9% |
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