+3,689.8%
FN vs BUD
+129.4%
+3,560.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +3.0% | +3.1% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | -22.0% | -5.7% | -16.3% | -20.5% |
| 3M | -43.0% | +3.1% | -46.1% | -44.3% |
| 6M | -27.7% | +7.9% | -35.6% | -30.9% |
| YTD | -10.5% | +27.3% | -37.8% | -20.2% |
| 1Y | +12.5% | +37.8% | -25.3% | -3.2% |
| 3Y | +153.8% | +49.8% | +104.0% | +103.0% |
| 5Y | +288.0% | +43.8% | +244.2% | +209.6% |
| 10Y | +906.4% | -22.6% | +929.1% | +929.5% |
| All | +3,689.8% | +129.4% | +3,560.4% | +1,877.0% |
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