+61.0%
XLC vs BUD
+49.3%
+11.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | +4.9% | +4.5% | +0.4% | +4.3% |
| 30D | -5.8% | +12.5% | -18.3% | -7.3% |
| 3M | -5.4% | 0.0% | -5.4% | -5.6% |
| 6M | -10.2% | +3.8% | -14.0% | -10.8% |
| YTD | -10.2% | +33.1% | -43.2% | -13.8% |
| 1Y | -5.6% | +35.5% | -41.1% | -9.6% |
| 3Y | +61.0% | +49.4% | +11.6% | +46.0% |
| All | +61.0% | +49.3% | +11.6% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling