+489.1%
XLB vs BUD
+222.5%
+266.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | +0.5% | +6.0% | -5.5% | -2.0% |
| 30D | +6.9% | +11.3% | -4.4% | +2.0% |
| 3M | -0.2% | +3.6% | -3.7% | -2.0% |
| 6M | +3.3% | +7.7% | -4.4% | -0.5% |
| YTD | +18.0% | +36.4% | -18.3% | +2.3% |
| 1Y | +24.2% | +37.8% | -13.6% | +7.1% |
| 3Y | +44.7% | +51.2% | -6.5% | +17.5% |
| 5Y | +31.6% | +53.4% | -21.8% | +4.2% |
| 10Y | +164.2% | -3.2% | +167.4% | +137.9% |
| All | +489.1% | +222.5% | +266.6% | +163.3% |
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