+135.9%
XLU vs BUD
-22.3%
+158.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.5% |
| 7D | -1.6% | -2.6% | +1.0% | -1.0% |
| 30D | -3.3% | -1.2% | -2.1% | -3.1% |
| 3M | -3.2% | -4.9% | +1.8% | -2.2% |
| 6M | -7.0% | +9.3% | -16.2% | -9.1% |
| YTD | +0.6% | +24.0% | -23.3% | -4.6% |
| 1Y | +2.4% | +34.5% | -32.1% | -4.8% |
| 3Y | +46.3% | +43.7% | +2.6% | +32.4% |
| 5Y | +44.0% | +46.0% | -2.1% | +27.7% |
| All | +135.9% | -22.3% | +158.1% | +118.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling