+2,105.4%
FIX vs BUD
+46.3%
+2,059.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.1% |
| 3M | -15.9% | +3.1% | -19.0% | -17.0% |
| 6M | +12.7% | +7.9% | +4.9% | +9.6% |
| YTD | +72.8% | +27.3% | +45.5% | +61.2% |
| 1Y | +122.9% | +37.8% | +85.1% | +103.1% |
| 3Y | +774.3% | +49.8% | +724.5% | +650.5% |
| All | +2,105.4% | +46.3% | +2,059.1% | +1,754.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling