+54.0%
FTI vs BUD
+33.8%
+20.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +0.9% | +2.2% |
| 7D | +4.3% | +1.0% | +3.3% | +4.4% |
| 30D | -4.7% | +6.7% | -11.3% | -4.4% |
| 3M | -13.5% | +5.7% | -19.2% | -13.5% |
| 6M | -8.7% | +5.8% | -14.5% | -8.8% |
| YTD | +49.0% | +34.4% | +14.6% | +41.1% |
| 1Y | +54.0% | +33.3% | +20.7% | +46.4% |
| All | +54.0% | +33.8% | +20.3% | +46.4% |
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