+777.0%
FIX vs BUD
+50.7%
+726.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +6.0% | +0.3% | +5.8% | +6.0% |
| 30D | -7.2% | -5.7% | -1.6% | -7.1% |
| 3M | -15.9% | +3.1% | -19.0% | -16.1% |
| 6M | +12.7% | +7.9% | +4.9% | +11.4% |
| YTD | +72.8% | +27.3% | +45.5% | +71.7% |
| 1Y | +122.9% | +37.8% | +85.1% | +121.6% |
| All | +777.0% | +50.7% | +726.3% | +772.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling