+2,625.3%
FN vs BUD
+143.2%
+2,482.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +1.8% | -16.1% | -14.9% |
| 7D | -16.0% | +7.1% | -23.1% | -18.4% |
| 30D | -40.1% | +12.7% | -52.8% | -43.2% |
| 3M | -43.9% | 0.0% | -43.9% | -44.6% |
| 6M | -55.6% | +7.6% | -63.2% | -57.7% |
| YTD | -35.7% | +35.0% | -70.7% | -44.4% |
| 1Y | -39.8% | +37.6% | -77.4% | -48.6% |
| 3Y | +80.3% | +51.5% | +28.7% | +42.9% |
| 5Y | +143.3% | +50.2% | +93.1% | +89.8% |
| 10Y | +682.3% | -7.2% | +689.5% | +624.8% |
| All | +2,625.3% | +143.2% | +2,482.1% | +1,276.6% |
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 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