+18.6%
XYL vs BUD
+48.7%
-30.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.7% | +3.1% |
| 7D | +1.8% | +0.8% | +1.0% | +1.7% |
| 30D | -9.2% | -4.8% | -4.4% | -8.6% |
| 3M | -0.3% | +1.4% | -1.6% | -0.7% |
| 6M | -11.0% | +9.9% | -20.8% | -12.6% |
| YTD | -19.2% | +26.3% | -45.6% | -22.3% |
| 1Y | -21.2% | +36.1% | -57.4% | -25.1% |
| 3Y | +18.6% | +48.6% | -30.0% | +2.9% |
| All | +18.6% | +48.7% | -30.1% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling