-14.3%
XYL vs BUD
+45.2%
-59.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.7% | +3.2% |
| 7D | +1.8% | +0.8% | +1.0% | +1.6% |
| 30D | -9.2% | -4.8% | -4.4% | -7.9% |
| 3M | -0.3% | +1.4% | -1.6% | -1.0% |
| 6M | -11.0% | +9.9% | -20.8% | -14.0% |
| YTD | -19.2% | +26.3% | -45.6% | -25.4% |
| 1Y | -21.2% | +36.1% | -57.4% | -29.0% |
| 3Y | +18.6% | +48.6% | -30.0% | -0.6% |
| 5Y | -14.3% | +45.0% | -59.3% | -29.7% |
| All | -14.3% | +45.2% | -59.5% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling