+691.5%
XRT vs BUD
+201.1%
+490.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | -4.2% | -5.7% | +1.5% | -2.0% |
| 3M | +5.1% | +3.1% | +2.0% | +3.6% |
| 6M | +2.4% | +7.9% | -5.5% | -1.1% |
| YTD | +3.2% | +27.3% | -24.1% | -7.0% |
| 1Y | +1.5% | +37.8% | -36.3% | -11.5% |
| 3Y | +40.6% | +49.8% | -9.3% | +15.7% |
| 5Y | -1.0% | +43.8% | -44.8% | -18.2% |
| 10Y | +128.4% | -22.6% | +151.1% | +124.6% |
| All | +691.5% | +201.1% | +490.4% | +270.2% |
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