+739.5%
XLV vs BUD
+191.0%
+548.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | -4.4% | -3.2% | -1.2% | -3.5% |
| 30D | -1.4% | -3.7% | +2.3% | -0.4% |
| 3M | +8.9% | -4.4% | +13.3% | +10.1% |
| 6M | +9.1% | +7.7% | +1.4% | +6.3% |
| YTD | +7.9% | +23.1% | -15.1% | +1.1% |
| 1Y | +22.7% | +33.6% | -10.9% | +12.2% |
| 3Y | +31.9% | +44.7% | -12.8% | +16.1% |
| 5Y | +34.9% | +44.9% | -10.1% | +16.6% |
| 10Y | +173.9% | -23.1% | +197.0% | +176.2% |
| All | +739.5% | +191.0% | +548.6% | +441.2% |
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