+1,154.9%
FITB vs BUD
+218.9%
+936.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.1% | +1.7% |
| 7D | -1.1% | +1.3% | -2.4% | -1.9% |
| 30D | +7.3% | +10.0% | -2.7% | +1.3% |
| 3M | -4.0% | +1.6% | -5.6% | -5.4% |
| 6M | +11.9% | +6.5% | +5.4% | +6.8% |
| YTD | +19.0% | +34.8% | -15.9% | -2.2% |
| 1Y | +31.0% | +36.5% | -5.4% | +6.9% |
| 3Y | +143.8% | +49.0% | +94.8% | +81.5% |
| 5Y | +48.9% | +51.7% | -2.8% | +7.7% |
| 10Y | +236.6% | -7.5% | +244.2% | +191.0% |
| All | +1,154.9% | +218.9% | +936.0% | +316.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling