+432.8%
XYL vs BUD
+106.8%
+325.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -5.0% | +0.3% | -5.3% | -5.1% |
| 30D | -13.2% | -5.7% | -7.5% | -11.4% |
| 3M | -3.7% | +3.1% | -6.8% | -5.1% |
| 6M | -17.7% | +7.9% | -25.6% | -20.4% |
| YTD | -21.5% | +27.3% | -48.9% | -28.7% |
| 1Y | -24.5% | +37.8% | -62.3% | -33.5% |
| 3Y | +6.9% | +49.8% | -42.9% | -11.2% |
| 5Y | -18.1% | +43.8% | -61.9% | -31.9% |
| 10Y | +134.7% | -22.6% | +157.3% | +125.0% |
| All | +432.8% | +106.8% | +325.9% | +237.7% |
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