+3,653.2%
FIX vs BUD
-9.0%
+3,662.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +6.0% |
| 7D | -17.5% | +4.5% | -21.9% | -19.2% |
| 30D | -41.6% | +12.5% | -54.1% | -44.7% |
| 3M | -40.6% | 0.0% | -40.6% | -41.3% |
| 6M | -49.4% | +3.8% | -53.2% | -51.1% |
| YTD | +9.2% | +33.1% | -23.9% | -5.1% |
| 1Y | +6.5% | +35.5% | -29.1% | -8.4% |
| 3Y | +448.7% | +49.4% | +399.3% | +336.1% |
| 5Y | +948.7% | +48.0% | +900.7% | +715.2% |
| All | +3,653.2% | -9.0% | +3,662.2% | +2,552.8% |
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