+9.5%
XLE vs BUD
+5.3%
+4.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | -0.2% |
| 7D | -12.0% | +4.5% | -16.5% | -11.6% |
| 30D | -2.7% | +12.5% | -15.3% | -2.7% |
| 3M | +6.6% | 0.0% | +6.6% | +6.7% |
| 6M | +9.5% | +3.8% | +5.7% | +10.3% |
| All | +9.5% | +5.3% | +4.3% | +10.3% |
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 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