+15.6%
XLE vs BUD
+6.3%
+9.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.8% |
| 7D | +2.2% | +0.3% | +1.9% | +2.3% |
| 30D | +11.8% | -5.7% | +17.4% | +11.0% |
| 3M | +9.8% | +3.1% | +6.7% | +11.0% |
| 6M | +15.6% | +7.9% | +7.7% | +18.4% |
| All | +15.6% | +6.3% | +9.3% | +18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling