+521.8%
XLP vs BUD
+219.3%
+302.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.2% |
| 7D | +3.5% | +7.1% | -3.7% | +1.6% |
| 30D | +11.6% | +12.7% | -1.1% | +8.0% |
| 3M | +7.6% | 0.0% | +7.6% | +7.5% |
| 6M | +10.0% | +7.6% | +2.4% | +7.7% |
| YTD | +19.7% | +35.0% | -15.3% | +10.1% |
| 1Y | +23.5% | +37.6% | -14.1% | +12.9% |
| 3Y | +44.0% | +51.5% | -7.6% | +26.8% |
| 5Y | +42.7% | +50.2% | -7.5% | +24.2% |
| 10Y | +131.3% | -7.2% | +138.6% | +121.2% |
| All | +521.8% | +219.3% | +302.5% | +316.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling