+44.4%
XLU vs BUD
+44.8%
-0.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.2% | -3.2% | +2.0% | -0.5% |
| 30D | -2.5% | -3.7% | +1.1% | -1.8% |
| 3M | -2.7% | -4.4% | +1.7% | -1.9% |
| 6M | -7.5% | +7.7% | -15.2% | -9.2% |
| YTD | +0.9% | +23.1% | -22.1% | -3.9% |
| 1Y | +3.3% | +33.6% | -30.3% | -3.5% |
| 3Y | +47.3% | +44.7% | +2.6% | +33.6% |
| 5Y | +44.4% | +44.9% | -0.5% | +26.4% |
| All | +44.4% | +44.8% | -0.3% | +26.4% |
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 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