-80.9%
FIG vs BUD
+33.3%
-114.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -4.0% |
| 7D | -14.5% | -1.3% | -13.1% | -14.8% |
| 30D | -13.3% | -6.1% | -7.2% | -15.7% |
| 3M | +7.4% | -3.8% | +11.2% | +6.0% |
| 6M | -27.8% | +8.2% | -36.0% | -24.6% |
| YTD | -41.1% | +23.6% | -64.7% | -35.0% |
| 1Y | -58.7% | +33.4% | -92.2% | -52.1% |
| All | -80.9% | +33.3% | -114.2% | -74.9% |
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 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