+49.9%
XLE vs BUD
+38.4%
+11.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.1% | -7.8% | -4.5% |
| 7D | -7.2% | +3.3% | -10.5% | -6.9% |
| 30D | +0.1% | +11.8% | -11.7% | +0.5% |
| 3M | +9.2% | -1.1% | +10.3% | +9.2% |
| 6M | +8.4% | +14.9% | -6.5% | +9.1% |
| YTD | +44.9% | +32.6% | +12.3% | +39.7% |
| 1Y | +49.9% | +37.2% | +12.7% | +43.3% |
| All | +49.9% | +38.4% | +11.5% | +43.3% |
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 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 · 6 months rolling