+826.4%
FN vs BUD
-8.7%
+835.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.3% | +10.5% | +11.5% |
| 7D | +16.3% | +1.3% | +14.9% | +15.5% |
| 30D | -24.7% | +10.0% | -34.8% | -27.3% |
| 3M | -34.9% | +1.6% | -36.5% | -35.8% |
| 6M | -41.1% | +6.5% | -47.6% | -43.1% |
| YTD | -19.6% | +34.8% | -54.5% | -28.6% |
| 1Y | -18.5% | +36.5% | -55.0% | -28.1% |
| 3Y | +119.1% | +49.0% | +70.2% | +82.2% |
| 5Y | +206.9% | +51.7% | +155.3% | +148.9% |
| 10Y | +826.4% | -7.5% | +834.0% | +775.2% |
| All | +826.4% | -8.7% | +835.2% | +775.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling