+169.4%
XLV vs BUD
-22.3%
+191.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -3.6% | -2.6% | -0.9% | -2.9% |
| 30D | -1.8% | -1.2% | -0.6% | -1.6% |
| 3M | +7.8% | -4.9% | +12.7% | +9.0% |
| 6M | +9.1% | +9.3% | -0.2% | +6.4% |
| YTD | +7.7% | +24.0% | -16.2% | +1.8% |
| 1Y | +20.4% | +34.5% | -14.1% | +11.4% |
| 3Y | +30.8% | +43.7% | -12.9% | +17.8% |
| 5Y | +34.6% | +46.0% | -11.4% | +19.0% |
| All | +169.4% | -22.3% | +191.6% | +162.6% |
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