+517.1%
FTI vs BUD
+201.1%
+316.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +5.3% | +0.3% | +5.0% | +5.1% |
| 30D | +15.3% | -5.7% | +21.0% | +19.1% |
| 3M | +15.8% | +3.1% | +12.6% | +12.6% |
| 6M | +22.6% | +7.9% | +14.7% | +14.7% |
| YTD | +79.5% | +27.3% | +52.2% | +51.2% |
| 1Y | +102.0% | +37.8% | +64.2% | +61.3% |
| 3Y | +315.8% | +49.8% | +266.0% | +196.7% |
| 5Y | +1,129.5% | +43.8% | +1,085.7% | +760.6% |
| 10Y | +320.9% | -22.6% | +343.6% | +307.4% |
| All | +517.1% | +201.1% | +316.0% | +112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling