+472.6%
XLP vs BUD
+201.1%
+271.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -0.9% | -5.7% | +4.8% | +0.7% |
| 3M | +3.8% | +3.1% | +0.7% | +2.9% |
| 6M | -1.7% | +7.9% | -9.6% | -4.0% |
| YTD | +10.3% | +27.3% | -17.1% | +3.0% |
| 1Y | +7.8% | +37.8% | -30.0% | -1.4% |
| 3Y | +27.2% | +49.8% | -22.6% | +12.3% |
| 5Y | +32.5% | +43.8% | -11.3% | +16.5% |
| 10Y | +101.8% | -22.6% | +124.4% | +103.7% |
| All | +472.6% | +201.1% | +271.5% | +289.9% |
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