+150.2%
XYL vs BUD
-24.2%
+174.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.3% |
| 7D | +0.8% | -1.3% | +2.2% | +1.3% |
| 30D | -10.8% | -6.1% | -4.7% | -8.9% |
| 3M | -2.5% | -3.8% | +1.2% | -1.5% |
| 6M | -12.2% | +8.2% | -20.4% | -15.1% |
| YTD | -20.1% | +23.6% | -43.7% | -26.5% |
| 1Y | -20.6% | +33.4% | -54.1% | -29.2% |
| 3Y | +17.3% | +45.3% | -28.0% | -1.4% |
| 5Y | -14.5% | +44.3% | -58.8% | -29.1% |
| 10Y | +150.2% | -22.8% | +173.0% | +119.3% |
| All | +150.2% | -24.2% | +174.4% | +119.3% |
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