+401.8%
FTI vs BUD
+214.2%
+187.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +5.4% | -1.6% | +7.0% | +6.3% |
| 30D | -8.2% | +6.7% | -14.9% | -12.3% |
| 3M | -13.7% | +5.9% | -19.6% | -17.5% |
| 6M | -11.2% | +5.1% | -16.2% | -15.5% |
| YTD | +46.0% | +32.9% | +13.1% | +18.8% |
| 1Y | +51.8% | +31.8% | +20.0% | +23.9% |
| 3Y | +206.7% | +47.4% | +159.4% | +121.6% |
| 5Y | +862.0% | +50.8% | +811.2% | +551.8% |
| 10Y | +182.3% | -5.1% | +187.3% | +138.6% |
| All | +401.8% | +214.2% | +187.6% | +66.7% |
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 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