+136.8%
XLP vs BUD
-4.5%
+141.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.0% |
| 7D | -0.5% | +0.5% | -1.0% | -0.7% |
| 30D | +8.3% | +7.4% | +0.9% | +6.4% |
| 3M | +8.7% | +4.3% | +4.4% | +7.5% |
| 6M | +11.2% | +5.3% | +5.9% | +9.6% |
| YTD | +20.0% | +33.2% | -13.2% | +11.6% |
| 1Y | +21.3% | +31.8% | -10.4% | +13.1% |
| 3Y | +43.8% | +47.8% | -3.9% | +29.2% |
| 5Y | +43.3% | +50.2% | -6.8% | +26.6% |
| 10Y | +136.8% | -4.8% | +141.6% | +127.1% |
| All | +136.8% | -4.5% | +141.2% | +127.1% |
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