+379.4%
XYL vs BUD
+116.4%
+263.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.0% |
| 7D | -5.9% | +0.5% | -6.4% | -6.1% |
| 30D | -7.3% | +7.4% | -14.7% | -9.6% |
| 3M | -22.5% | +4.3% | -26.8% | -23.7% |
| 6M | -14.4% | +5.3% | -19.7% | -16.4% |
| YTD | -29.4% | +33.2% | -62.6% | -36.9% |
| 1Y | -35.6% | +31.8% | -67.4% | -42.3% |
| 3Y | +0.3% | +47.8% | -47.5% | -16.1% |
| 5Y | -22.3% | +50.2% | -72.5% | -36.4% |
| 10Y | +103.2% | -4.8% | +108.0% | +80.4% |
| All | +379.4% | +116.4% | +263.0% | +198.7% |
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 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