+3,601.2%
FIX vs BUD
-3.2%
+3,604.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | +16.9% | -1.6% | +18.5% | +17.5% |
| 30D | -30.6% | +6.7% | -37.3% | -33.0% |
| 3M | -35.1% | +5.9% | -41.0% | -37.4% |
| 6M | -44.0% | +5.1% | -49.1% | -46.3% |
| YTD | +21.0% | +32.9% | -11.8% | +5.0% |
| 1Y | +16.2% | +31.8% | -15.7% | +0.9% |
| 3Y | +506.9% | +47.4% | +459.5% | +383.5% |
| 5Y | +1,051.1% | +50.8% | +1,000.3% | +781.6% |
| All | +3,601.2% | -3.2% | +3,604.4% | +2,494.1% |
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