-56.3%
FIG vs BUD
+37.1%
-93.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +3.2% |
| 7D | -12.6% | +1.3% | -13.9% | -12.6% |
| 30D | -13.8% | +10.0% | -23.8% | -12.6% |
| 3M | -16.7% | +1.6% | -18.3% | -18.0% |
| 6M | -6.1% | +6.5% | -12.6% | -5.3% |
| YTD | -48.1% | +34.8% | -82.9% | -47.2% |
| All | -56.3% | +37.1% | -93.4% | -55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling