+716.1%
XLF vs BUD
+214.2%
+501.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +1.2% | -1.6% | +2.8% | +1.9% |
| 30D | +6.2% | +6.7% | -0.5% | +3.1% |
| 3M | +0.9% | +5.9% | -5.0% | -1.9% |
| 6M | +13.6% | +5.1% | +8.6% | +10.4% |
| YTD | +7.6% | +32.9% | -25.3% | -6.6% |
| 1Y | +10.2% | +31.8% | -21.7% | -4.1% |
| 3Y | +79.8% | +47.4% | +32.5% | +44.8% |
| 5Y | +58.0% | +50.8% | +7.2% | +23.4% |
| 10Y | +222.8% | -5.1% | +227.9% | +186.6% |
| All | +716.1% | +214.2% | +501.9% | +265.0% |
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