+30.8%
XLV vs BUD
+44.9%
-14.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -3.6% | -2.6% | -0.9% | -3.0% |
| 30D | -1.8% | -1.2% | -0.6% | -1.6% |
| 3M | +7.8% | -4.9% | +12.7% | +8.8% |
| 6M | +9.1% | +9.3% | -0.2% | +6.7% |
| YTD | +7.7% | +24.0% | -16.2% | +2.6% |
| 1Y | +20.4% | +34.5% | -14.1% | +12.6% |
| 3Y | +30.8% | +43.7% | -12.9% | +19.7% |
| All | +30.8% | +44.9% | -14.1% | +19.7% |
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