+73.6%
XLC vs BUD
+50.2%
+23.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | +1.0% | -5.7% | +6.7% | +1.8% |
| 3M | -0.7% | +3.1% | -3.8% | -1.2% |
| 6M | -5.1% | +7.9% | -13.0% | -6.4% |
| YTD | -4.3% | +27.3% | -31.6% | -7.8% |
| 1Y | -0.6% | +37.8% | -38.4% | -5.3% |
| All | +73.6% | +50.2% | +23.4% | +57.8% |
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