+4,436.4%
FICO vs BUD
+219.3%
+4,217.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.1% |
| 7D | -0.3% | +7.1% | -7.4% | -3.5% |
| 30D | +1.7% | +12.7% | -11.0% | -3.5% |
| 3M | -35.2% | 0.0% | -35.2% | -34.8% |
| 6M | -33.7% | +7.6% | -41.2% | -35.5% |
| YTD | -58.2% | +35.0% | -93.2% | -63.7% |
| 1Y | -56.6% | +37.6% | -94.1% | -62.6% |
| 3Y | -24.0% | +51.5% | -75.5% | -38.7% |
| 5Y | +86.1% | +50.2% | +35.8% | +47.0% |
| 10Y | +522.8% | -7.2% | +530.0% | +464.0% |
| All | +4,436.4% | +219.3% | +4,217.1% | +2,117.8% |
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