+1,168.7%
FTI vs BUD
+45.2%
+1,123.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -0.2% | +0.8% | -0.9% | -0.3% |
| 30D | +12.3% | -4.8% | +17.1% | +13.3% |
| 3M | +13.8% | +1.4% | +12.4% | +13.1% |
| 6M | +24.3% | +9.9% | +14.4% | +21.1% |
| YTD | +75.8% | +26.3% | +49.4% | +65.8% |
| 1Y | +99.6% | +36.1% | +63.5% | +85.0% |
| 3Y | +278.4% | +48.6% | +229.8% | +234.9% |
| 5Y | +1,168.7% | +45.0% | +1,123.7% | +1,034.7% |
| All | +1,168.7% | +45.2% | +1,123.5% | +1,034.7% |
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