+625.4%
XEL vs BUD
+201.1%
+424.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -1.9% | -5.7% | +3.8% | -0.7% |
| 3M | -1.9% | +3.1% | -5.0% | -2.7% |
| 6M | -7.4% | +7.9% | -15.3% | -9.2% |
| YTD | +4.1% | +27.3% | -23.3% | -1.6% |
| 1Y | +8.1% | +37.8% | -29.8% | +0.3% |
| 3Y | +48.4% | +49.8% | -1.4% | +34.0% |
| 5Y | +27.2% | +43.8% | -16.6% | +14.3% |
| 10Y | +146.8% | -22.6% | +169.5% | +144.7% |
| All | +625.4% | +201.1% | +424.3% | +392.2% |
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