+1,027.6%
FIX vs BUD
+51.6%
+975.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.5% |
| 7D | +9.4% | +1.0% | +8.4% | +9.3% |
| 30D | -27.8% | +6.7% | -34.5% | -28.8% |
| 3M | -35.6% | +5.7% | -41.3% | -36.4% |
| 6M | -45.2% | +5.8% | -51.0% | -46.2% |
| YTD | +19.5% | +34.4% | -14.9% | +10.9% |
| 1Y | +24.2% | +33.3% | -9.0% | +15.4% |
| 3Y | +494.2% | +48.8% | +445.3% | +425.2% |
| All | +1,027.6% | +51.6% | +975.9% | +847.7% |
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