+711.7%
XLF vs BUD
+201.1%
+510.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.9% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +0.2% | -5.7% | +5.8% | +2.6% |
| 3M | +11.7% | +3.1% | +8.6% | +9.8% |
| 6M | +13.8% | +7.9% | +5.9% | +9.1% |
| YTD | +7.0% | +27.3% | -20.3% | -5.1% |
| 1Y | +9.1% | +37.8% | -28.7% | -6.9% |
| 3Y | +75.6% | +49.8% | +25.8% | +40.2% |
| 5Y | +66.4% | +43.8% | +22.6% | +32.6% |
| 10Y | +250.3% | -22.6% | +272.9% | +244.0% |
| All | +711.7% | +201.1% | +510.6% | +270.9% |
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