+991.3%
XLI vs BUD
+201.1%
+790.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.1% | +0.3% | -1.3% | -1.2% |
| 30D | -5.9% | -5.7% | -0.3% | -3.9% |
| 3M | -0.3% | +3.1% | -3.4% | -1.9% |
| 6M | +0.1% | +7.9% | -7.7% | -3.6% |
| YTD | +13.6% | +27.3% | -13.7% | +2.1% |
| 1Y | +17.2% | +37.8% | -20.6% | +1.8% |
| 3Y | +68.2% | +49.8% | +18.4% | +37.5% |
| 5Y | +80.7% | +43.8% | +36.9% | +46.7% |
| 10Y | +253.3% | -22.6% | +275.9% | +249.3% |
| All | +991.3% | +201.1% | +790.2% | +412.2% |
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