+14.4%
FIX vs BUD
+38.4%
-24.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.1% | -18.2% | -14.4% |
| 7D | -18.9% | +3.3% | -22.2% | -18.2% |
| 30D | -36.3% | +11.8% | -48.1% | -35.8% |
| 3M | -38.5% | -1.1% | -37.4% | -37.5% |
| 6M | -42.3% | +14.9% | -57.2% | -44.2% |
| YTD | +17.1% | +32.6% | -15.5% | +17.4% |
| 1Y | +14.4% | +37.2% | -22.8% | +13.3% |
| All | +14.4% | +38.4% | -24.0% | +13.3% |
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