+173.5%
FN vs BUD
+48.8%
+124.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.5% | +13.1% | +11.7% |
| 7D | 0.0% | +4.5% | -4.5% | -0.6% |
| 30D | -34.3% | +12.5% | -46.8% | -35.4% |
| 3M | -39.9% | 0.0% | -39.8% | -39.9% |
| 6M | -51.8% | +3.8% | -55.6% | -52.3% |
| YTD | -28.1% | +33.1% | -61.2% | -33.0% |
| 1Y | -29.1% | +35.5% | -64.6% | -34.2% |
| 3Y | +102.4% | +49.4% | +53.0% | +77.3% |
| All | +173.5% | +48.8% | +124.7% | +132.6% |
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