+106.6%
FTV vs BUD
-4.3%
+110.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | +1.4% | +6.0% | -4.7% | -0.8% |
| 30D | +18.3% | +11.3% | +7.0% | +13.5% |
| 3M | +9.8% | +3.6% | +6.3% | +8.1% |
| 6M | +12.3% | +7.7% | +4.6% | +8.5% |
| YTD | +23.1% | +36.4% | -13.3% | +7.7% |
| 1Y | +32.5% | +37.8% | -5.3% | +15.5% |
| 3Y | +38.3% | +51.2% | -12.9% | +13.8% |
| 5Y | +16.8% | +53.4% | -36.6% | -6.3% |
| 10Y | +106.6% | -3.2% | +109.8% | +68.5% |
| All | +106.6% | -4.3% | +110.8% | +68.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling