+953.7%
XLI vs BUD
+217.8%
+735.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +3.8% | +1.0% | +2.7% | +3.3% |
| 30D | +1.0% | +6.7% | -5.6% | -1.8% |
| 3M | -8.9% | +5.7% | -14.6% | -11.3% |
| 6M | -2.3% | +5.8% | -8.1% | -5.3% |
| YTD | +9.7% | +34.4% | -24.7% | -3.9% |
| 1Y | +12.3% | +33.3% | -21.0% | -1.3% |
| 3Y | +71.5% | +48.8% | +22.7% | +40.5% |
| 5Y | +70.2% | +52.5% | +17.6% | +34.9% |
| 10Y | +227.5% | -4.0% | +231.4% | +193.0% |
| All | +953.7% | +217.8% | +735.9% | +382.1% |
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