+3.4%
FTV vs BUD
+45.2%
-41.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -0.4% | +0.8% | -1.1% | -0.6% |
| 30D | -8.3% | -4.8% | -3.5% | -7.0% |
| 3M | -7.4% | +1.4% | -8.8% | -8.1% |
| 6M | -1.2% | +9.9% | -11.1% | -4.8% |
| YTD | +2.7% | +26.3% | -23.7% | -6.0% |
| 1Y | +18.4% | +36.1% | -17.7% | +5.5% |
| 3Y | -2.0% | +48.6% | -50.6% | -17.3% |
| 5Y | +3.4% | +45.0% | -41.6% | -15.2% |
| All | +3.4% | +45.2% | -41.8% | -15.2% |
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 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