+226.1%
XLI vs BUD
-2.1%
+228.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +3.8% | +1.0% | +2.7% | +3.4% |
| 30D | +1.0% | +6.7% | -5.6% | -1.5% |
| 3M | -8.9% | +5.7% | -14.6% | -11.0% |
| 6M | -2.3% | +5.8% | -8.1% | -5.0% |
| YTD | +9.7% | +34.4% | -24.7% | -2.5% |
| 1Y | +12.3% | +33.3% | -21.0% | +0.1% |
| 3Y | +71.5% | +48.8% | +22.7% | +43.5% |
| 5Y | +70.2% | +52.5% | +17.6% | +38.0% |
| All | +226.1% | -2.1% | +228.2% | +175.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling