-40.9%
XE vs BUD
+8.8%
-49.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.2% | -7.7% | -10.0% |
| 7D | -4.6% | -1.3% | -3.3% | -4.7% |
| 30D | -16.4% | -6.1% | -10.2% | -17.3% |
| 3M | -15.5% | -3.8% | -11.8% | -16.8% |
| All | -40.9% | +8.8% | -49.7% | -45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling