+283.9%
FITB vs BUD
-23.5%
+307.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.2% |
| 7D | +2.8% | +0.8% | +2.1% | +2.4% |
| 30D | -4.5% | -4.8% | +0.3% | -2.1% |
| 3M | +5.7% | +1.4% | +4.3% | +4.4% |
| 6M | +17.1% | +9.9% | +7.2% | +10.1% |
| YTD | +18.3% | +26.3% | -8.0% | +2.1% |
| 1Y | +23.9% | +36.1% | -12.3% | +2.2% |
| 3Y | +131.1% | +48.6% | +82.5% | +73.9% |
| 5Y | +71.1% | +45.0% | +26.1% | +27.9% |
| 10Y | +283.9% | -23.1% | +307.0% | +175.8% |
| All | +283.9% | -23.5% | +307.4% | +175.8% |
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