+163.9%
XLE vs BUD
-8.7%
+172.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | -7.9% | +1.3% | -9.2% | -8.5% |
| 30D | -4.8% | +10.0% | -14.9% | -8.8% |
| 3M | +8.4% | +1.6% | +6.8% | +7.0% |
| 6M | +12.7% | +6.5% | +6.2% | +8.7% |
| YTD | +41.3% | +34.8% | +6.4% | +21.9% |
| 1Y | +42.3% | +36.5% | +5.8% | +22.0% |
| 3Y | +65.1% | +49.0% | +16.1% | +31.8% |
| 5Y | +150.2% | +51.7% | +98.5% | +90.7% |
| 10Y | +163.9% | -7.5% | +171.5% | +101.0% |
| All | +163.9% | -8.7% | +172.7% | +101.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling