+10,943.0%
FIX vs BUD
+219.3%
+10,723.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.8% | -13.4% | -12.4% |
| 7D | -27.2% | +7.1% | -34.4% | -29.9% |
| 30D | -46.9% | +12.7% | -59.6% | -50.3% |
| 3M | -44.4% | 0.0% | -44.4% | -45.3% |
| 6M | -50.9% | +7.6% | -58.5% | -53.7% |
| YTD | +3.5% | +35.0% | -31.5% | -12.6% |
| 1Y | -2.1% | +37.6% | -39.7% | -18.3% |
| 3Y | +418.7% | +51.5% | +367.2% | +295.6% |
| 5Y | +894.6% | +50.2% | +844.3% | +640.6% |
| 10Y | +3,465.5% | -7.2% | +3,472.7% | +2,952.6% |
| All | +10,943.0% | +219.3% | +10,723.7% | +3,925.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling