+295.8%
FTI vs BUD
-22.3%
+318.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.6% |
| 7D | -4.4% | -2.6% | -1.7% | -2.9% |
| 30D | +1.5% | -1.2% | +2.7% | +2.0% |
| 3M | +8.2% | -4.9% | +13.1% | +10.4% |
| 6M | +18.8% | +9.3% | +9.6% | +10.7% |
| YTD | +71.7% | +24.0% | +47.7% | +47.8% |
| 1Y | +90.0% | +34.5% | +55.5% | +55.3% |
| 3Y | +270.5% | +43.7% | +226.8% | +173.6% |
| 5Y | +1,084.5% | +46.0% | +1,038.5% | +719.0% |
| All | +295.8% | -22.3% | +318.1% | +192.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling