+43.4%
XLK vs BUD
+36.8%
+6.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +0.9% | +0.3% | +0.6% | +0.9% |
| 30D | +0.7% | -5.7% | +6.4% | +0.4% |
| 3M | -2.9% | +3.1% | -6.1% | -3.0% |
| 6M | +34.3% | +7.9% | +26.4% | +31.6% |
| YTD | +30.4% | +27.3% | +3.1% | +32.3% |
| 1Y | +43.4% | +37.8% | +5.6% | +49.4% |
| All | +43.4% | +36.8% | +6.5% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling