+481.8%
XLB vs BUD
+201.1%
+280.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -0.4% | -5.7% | +5.3% | +2.0% |
| 3M | +2.0% | +3.1% | -1.2% | +0.3% |
| 6M | +1.8% | +7.9% | -6.0% | -2.0% |
| YTD | +16.6% | +27.3% | -10.7% | +4.3% |
| 1Y | +16.9% | +37.8% | -20.9% | +0.9% |
| 3Y | +32.6% | +49.8% | -17.3% | +8.0% |
| 5Y | +35.6% | +43.8% | -8.2% | +10.2% |
| 10Y | +160.0% | -22.6% | +182.7% | +160.6% |
| All | +481.8% | +201.1% | +280.7% | +168.3% |
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