-83.2%
FIG vs BUD
+45.0%
-128.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +3.0% |
| 7D | +3.4% | +1.0% | +2.4% | +3.6% |
| 30D | -9.5% | +6.7% | -16.1% | -8.2% |
| 3M | -26.2% | +5.7% | -31.9% | -25.7% |
| 6M | +2.7% | +5.8% | -3.1% | +3.8% |
| YTD | -48.0% | +34.4% | -82.4% | -41.5% |
| 1Y | -52.0% | +33.3% | -85.3% | -47.1% |
| All | -83.2% | +45.0% | -128.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling