+250.2%
XLI vs BUD
-22.8%
+273.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -2.3% | -3.2% | +0.9% | -1.2% |
| 30D | -8.2% | -3.7% | -4.5% | -7.0% |
| 3M | +0.8% | -4.4% | +5.2% | +2.0% |
| 6M | +0.8% | +7.7% | -6.9% | -2.5% |
| YTD | +10.5% | +23.1% | -12.5% | +1.8% |
| 1Y | +14.1% | +33.6% | -19.5% | +1.9% |
| 3Y | +68.6% | +44.7% | +23.9% | +42.7% |
| 5Y | +80.4% | +44.9% | +35.5% | +49.1% |
| All | +250.2% | -22.8% | +273.0% | +208.3% |
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