+447.0%
XLU vs BUD
+192.2%
+254.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.6% |
| 7D | +0.6% | -1.3% | +1.9% | +1.0% |
| 30D | -0.4% | -6.1% | +5.7% | +1.0% |
| 3M | -1.7% | -3.8% | +2.0% | -1.0% |
| 6M | -7.1% | +8.2% | -15.3% | -9.2% |
| YTD | +1.9% | +23.6% | -21.6% | -3.6% |
| 1Y | +6.1% | +33.4% | -27.3% | -1.7% |
| 3Y | +48.8% | +45.3% | +3.4% | +33.4% |
| 5Y | +43.8% | +44.3% | -0.5% | +27.1% |
| 10Y | +143.2% | -22.8% | +165.9% | +138.7% |
| All | +447.0% | +192.2% | +254.8% | +251.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling