+44.0%
XLP vs BUD
+48.5%
-4.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.5% |
| 7D | +0.1% | +1.3% | -1.3% | -0.3% |
| 30D | +8.9% | +10.0% | -1.1% | +6.1% |
| 3M | +7.5% | +1.6% | +5.9% | +6.8% |
| 6M | +9.4% | +6.5% | +2.9% | +7.4% |
| YTD | +19.3% | +34.8% | -15.6% | +10.5% |
| 1Y | +21.7% | +36.5% | -14.7% | +12.4% |
| 3Y | +44.0% | +49.0% | -5.0% | +27.1% |
| All | +44.0% | +48.5% | -4.6% | +27.1% |
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 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