+215.9%
FITB vs BUD
-4.5%
+220.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.6% |
| 7D | -0.6% | +0.5% | -1.1% | -0.9% |
| 30D | +7.0% | +7.4% | -0.4% | +2.6% |
| 3M | -4.8% | +4.3% | -9.1% | -7.5% |
| 6M | +13.5% | +5.3% | +8.3% | +9.2% |
| YTD | +19.1% | +33.2% | -14.2% | -0.9% |
| 1Y | +30.8% | +31.8% | -1.0% | +9.4% |
| 3Y | +141.6% | +47.8% | +93.8% | +81.6% |
| 5Y | +48.3% | +50.2% | -1.9% | +8.2% |
| 10Y | +215.9% | -4.8% | +220.7% | +120.5% |
| All | +215.9% | -4.5% | +220.4% | +120.5% |
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