+8.6%
XLRE vs BUD
+44.8%
-36.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -2.7% | -3.2% | +0.5% | -1.7% |
| 30D | -2.3% | -3.7% | +1.3% | -1.2% |
| 3M | -3.5% | -4.4% | +1.0% | -2.2% |
| 6M | +1.9% | +7.7% | -5.9% | -1.1% |
| YTD | +8.3% | +23.1% | -14.7% | +0.5% |
| 1Y | +6.4% | +33.6% | -27.2% | -4.2% |
| 3Y | +30.2% | +44.7% | -14.5% | +12.3% |
| 5Y | +8.6% | +44.9% | -36.3% | -9.3% |
| All | +8.6% | +44.8% | -36.1% | -9.3% |
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 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