+167.2%
XLE vs BUD
-9.0%
+176.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.6% |
| 7D | -12.0% | +4.5% | -16.5% | -13.8% |
| 30D | -2.7% | +12.5% | -15.3% | -7.7% |
| 3M | +6.6% | 0.0% | +6.6% | +5.9% |
| 6M | +9.5% | +3.8% | +5.7% | +6.8% |
| YTD | +40.6% | +33.1% | +7.5% | +22.0% |
| 1Y | +43.6% | +35.5% | +8.1% | +23.5% |
| 3Y | +58.1% | +49.4% | +8.7% | +25.9% |
| 5Y | +152.2% | +48.0% | +104.1% | +94.6% |
| All | +167.2% | -9.0% | +176.2% | +104.2% |
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