+81.3%
FN vs BUD
+51.6%
+29.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +1.8% | -16.1% | -13.8% |
| 7D | -16.0% | +7.1% | -23.1% | -14.5% |
| 30D | -40.1% | +12.7% | -52.8% | -38.6% |
| 3M | -43.9% | 0.0% | -43.9% | -43.1% |
| 6M | -55.6% | +7.6% | -63.2% | -54.7% |
| YTD | -35.7% | +35.0% | -70.7% | -34.0% |
| 1Y | -39.8% | +37.6% | -77.4% | -38.2% |
| All | +81.3% | +51.6% | +29.8% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling