+16.2%
FIX vs BUD
+31.7%
-15.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -3.0% |
| 7D | +16.9% | -1.6% | +18.5% | +16.4% |
| 30D | -30.6% | +6.7% | -37.3% | -30.0% |
| 3M | -35.1% | +5.9% | -41.0% | -34.5% |
| 6M | -44.0% | +5.1% | -49.1% | -44.0% |
| YTD | +21.0% | +32.9% | -11.8% | +21.5% |
| 1Y | +16.2% | +31.8% | -15.7% | +16.4% |
| All | +16.2% | +31.7% | -15.6% | +16.4% |
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