-4.1%
XLY vs BUD
+34.7%
-38.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.7% |
| 7D | -1.7% | -2.6% | +0.9% | -1.1% |
| 30D | -4.2% | -1.2% | -3.0% | -3.9% |
| 3M | -2.7% | -4.9% | +2.2% | -1.9% |
| 6M | -0.6% | +9.3% | -9.9% | -3.2% |
| YTD | -5.0% | +24.0% | -29.0% | -10.1% |
| 1Y | -4.1% | +34.5% | -38.6% | -8.7% |
| All | -4.1% | +34.7% | -38.8% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling