+722.7%
XLF vs BUD
+217.8%
+504.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | +2.7% | +1.0% | +1.6% | +2.2% |
| 30D | +7.6% | +6.7% | +1.0% | +4.5% |
| 3M | +1.1% | +5.7% | -4.6% | -1.6% |
| 6M | +15.9% | +5.8% | +10.1% | +12.2% |
| YTD | +8.4% | +34.4% | -25.9% | -6.3% |
| 1Y | +12.5% | +33.3% | -20.8% | -2.6% |
| 3Y | +81.6% | +48.8% | +32.7% | +45.6% |
| 5Y | +59.3% | +52.5% | +6.7% | +23.8% |
| 10Y | +225.4% | -4.0% | +229.4% | +187.5% |
| All | +722.7% | +217.8% | +504.9% | +266.2% |
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 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