+90.9%
FTI vs BUD
+34.1%
+56.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.5% |
| 7D | -2.3% | -1.3% | -1.0% | -2.4% |
| 30D | +5.0% | -6.1% | +11.2% | +4.9% |
| 3M | +13.8% | -3.8% | +17.6% | +13.7% |
| 6M | +22.9% | +8.2% | +14.7% | +21.5% |
| YTD | +75.0% | +23.6% | +51.4% | +68.8% |
| All | +90.9% | +34.1% | +56.8% | +82.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling