-63.5%
FRSH vs BUD
+51.6%
-115.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | +4.6% | +1.0% | +3.6% | +4.2% |
| 30D | -7.5% | +6.7% | -14.1% | -10.0% |
| 3M | -0.1% | +5.7% | -5.8% | -2.6% |
| 6M | +54.5% | +5.8% | +48.7% | +50.1% |
| YTD | +3.4% | +34.4% | -31.0% | -11.4% |
| 1Y | +6.4% | +33.3% | -26.9% | -8.6% |
| 3Y | -26.3% | +48.8% | -75.1% | -42.6% |
| All | -63.5% | +51.6% | -115.1% | -74.1% |
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