-21.8%
XME vs BUD
+4.7%
-26.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +2.9% | +0.2% |
| 7D | +1.5% | +0.5% | +1.0% | +1.6% |
| 30D | -7.3% | +7.4% | -14.7% | -6.4% |
| 3M | -17.4% | +4.3% | -21.7% | -17.4% |
| 6M | -21.8% | +5.3% | -27.1% | -20.9% |
| All | -21.8% | +4.7% | -26.5% | -20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling