+1,087.3%
XLY vs BUD
+191.0%
+896.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -3.9% | -3.2% | -0.7% | -2.7% |
| 30D | -6.1% | -3.7% | -2.4% | -4.8% |
| 3M | -1.2% | -4.4% | +3.3% | +0.3% |
| 6M | -1.8% | +7.7% | -9.5% | -5.0% |
| YTD | -5.9% | +23.1% | -28.9% | -13.7% |
| 1Y | -3.1% | +33.6% | -36.7% | -14.1% |
| 3Y | +36.0% | +44.7% | -8.7% | +14.2% |
| 5Y | +27.6% | +44.9% | -17.4% | +5.5% |
| 10Y | +216.8% | -23.1% | +239.9% | +214.4% |
| All | +1,087.3% | +191.0% | +896.3% | +506.4% |
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