+37.7%
XLC vs BUD
+46.3%
-8.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.6% |
| 3M | -0.7% | +3.1% | -3.8% | -1.7% |
| 6M | -5.1% | +7.9% | -13.0% | -7.5% |
| YTD | -4.3% | +27.3% | -31.6% | -11.1% |
| 1Y | -0.6% | +37.8% | -38.4% | -9.9% |
| 3Y | +72.7% | +49.8% | +22.9% | +47.8% |
| All | +37.7% | +46.3% | -8.7% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling