+107.0%
XYL vs BUD
-4.3%
+111.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.6% | -2.8% |
| 7D | +0.6% | +6.0% | -5.4% | -1.5% |
| 30D | -5.7% | +11.3% | -17.0% | -9.2% |
| 3M | -19.8% | +3.6% | -23.4% | -20.9% |
| 6M | -14.2% | +7.7% | -21.9% | -16.8% |
| YTD | -28.1% | +36.4% | -64.5% | -36.3% |
| 1Y | -35.0% | +37.8% | -72.8% | -42.7% |
| 3Y | +2.1% | +51.2% | -49.2% | -15.3% |
| 5Y | -22.1% | +53.4% | -75.5% | -36.8% |
| 10Y | +107.0% | -3.2% | +110.2% | +72.5% |
| All | +107.0% | -4.3% | +111.3% | +72.5% |
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