+710.5%
XRT vs BUD
+214.6%
+495.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.1% |
| 7D | +0.9% | +4.5% | -3.6% | -0.9% |
| 30D | +7.9% | +12.5% | -4.6% | +2.9% |
| 3M | -0.2% | 0.0% | -0.2% | -0.3% |
| 6M | +5.6% | +3.8% | +1.8% | +3.7% |
| YTD | +5.7% | +33.1% | -27.4% | -6.5% |
| 1Y | +14.6% | +35.5% | -20.9% | +0.6% |
| 3Y | +50.7% | +49.4% | +1.3% | +24.3% |
| 5Y | -4.8% | +48.0% | -52.9% | -22.2% |
| 10Y | +152.6% | -8.6% | +161.2% | +130.7% |
| All | +710.5% | +214.6% | +495.8% | +272.0% |
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