+1,046.7%
FIX vs BUD
+51.0%
+995.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.3% | +8.1% | +9.2% |
| 7D | -7.2% | +1.3% | -8.6% | -7.5% |
| 30D | -35.1% | +10.0% | -45.1% | -36.4% |
| 3M | -34.3% | +1.6% | -35.9% | -34.6% |
| 6M | -42.9% | +6.5% | -49.4% | -44.0% |
| YTD | +19.5% | +34.8% | -15.4% | +10.9% |
| 1Y | +16.8% | +36.5% | -19.7% | +7.9% |
| 3Y | +506.7% | +49.0% | +457.7% | +436.8% |
| 5Y | +1,046.7% | +51.7% | +995.0% | +866.1% |
| All | +1,046.7% | +51.0% | +995.7% | +866.1% |
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 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