-83.2%
FIG vs BUD
+45.4%
-128.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +3.4% |
| 7D | -12.6% | +1.3% | -13.9% | -12.5% |
| 30D | -13.8% | +10.0% | -23.8% | -11.9% |
| 3M | -16.7% | +1.6% | -18.3% | -17.9% |
| 6M | -6.1% | +6.5% | -12.6% | -4.9% |
| YTD | -48.1% | +34.8% | -82.9% | -41.6% |
| 1Y | -56.2% | +36.5% | -92.6% | -50.8% |
| All | -83.2% | +45.4% | -128.7% | -77.5% |
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