+479.1%
XLB vs BUD
+214.6%
+264.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.1% |
| 7D | -1.5% | +4.5% | -6.0% | -3.4% |
| 30D | +6.1% | +12.5% | -6.5% | +0.7% |
| 3M | 0.0% | 0.0% | 0.0% | -0.3% |
| 6M | 0.0% | +3.8% | -3.8% | -2.2% |
| YTD | +16.0% | +33.1% | -17.0% | +1.6% |
| 1Y | +24.7% | +35.5% | -10.8% | +8.3% |
| 3Y | +40.4% | +49.4% | -9.0% | +14.5% |
| 5Y | +30.7% | +48.0% | -17.4% | +5.0% |
| 10Y | +173.3% | -8.6% | +181.8% | +152.3% |
| All | +479.1% | +214.6% | +264.4% | +161.5% |
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 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