-46.3%
FRSH vs BUD
+44.4%
-90.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.1% |
| 7D | -9.6% | -1.3% | -8.2% | -9.4% |
| 30D | -0.4% | -6.1% | +5.7% | +0.4% |
| 3M | +27.2% | -3.8% | +30.9% | +27.7% |
| 6M | +42.2% | +8.2% | +34.0% | +40.4% |
| YTD | -2.6% | +23.6% | -26.2% | -7.6% |
| 1Y | -10.2% | +33.4% | -43.6% | -16.5% |
| All | -46.3% | +44.4% | -90.8% | -53.0% |
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 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