+136.0%
XLC vs BUD
+0.6%
+135.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.7% |
| 7D | +3.7% | +1.0% | +2.7% | +3.4% |
| 30D | -1.9% | +6.7% | -8.6% | -3.9% |
| 3M | -3.1% | +5.7% | -8.8% | -4.8% |
| 6M | -6.4% | +5.8% | -12.2% | -8.3% |
| YTD | -6.8% | +34.4% | -41.2% | -15.4% |
| 1Y | -1.7% | +33.3% | -35.0% | -10.6% |
| 3Y | +64.7% | +48.8% | +15.9% | +42.1% |
| 5Y | +41.1% | +52.5% | -11.4% | +19.0% |
| All | +136.0% | +0.6% | +135.4% | +111.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling