+361.5%
XLE vs BUD
+201.1%
+160.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +2.2% | +0.3% | +1.9% | +2.0% |
| 30D | +11.8% | -5.7% | +17.4% | +14.5% |
| 3M | +9.8% | +3.1% | +6.7% | +7.8% |
| 6M | +15.6% | +7.9% | +7.7% | +10.1% |
| YTD | +45.3% | +27.3% | +17.9% | +27.8% |
| 1Y | +48.3% | +37.8% | +10.5% | +25.3% |
| 3Y | +55.4% | +49.8% | +5.6% | +21.6% |
| 5Y | +216.1% | +43.8% | +172.3% | +143.2% |
| 10Y | +178.4% | -22.6% | +201.0% | +169.0% |
| All | +361.5% | +201.1% | +160.4% | +107.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling