+145.6%
XLK vs BUD
+44.8%
+100.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -0.4% | -3.2% | +2.8% | +0.4% |
| 30D | -0.5% | -3.7% | +3.2% | +0.4% |
| 3M | +5.0% | -4.4% | +9.4% | +5.8% |
| 6M | +32.9% | +7.7% | +25.1% | +29.2% |
| YTD | +29.0% | +23.1% | +5.9% | +20.3% |
| 1Y | +37.8% | +33.6% | +4.2% | +25.2% |
| 3Y | +118.7% | +44.7% | +74.0% | +87.5% |
| 5Y | +145.6% | +44.9% | +100.6% | +104.5% |
| All | +145.6% | +44.8% | +100.8% | +104.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling