+78.2%
ECL vs BUD
+49.6%
+28.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | +2.9% | +1.0% | +1.8% | +2.5% |
| 30D | +7.5% | +6.7% | +0.8% | +5.2% |
| 3M | +12.2% | +5.7% | +6.5% | +10.1% |
| 6M | +24.6% | +5.8% | +18.7% | +22.0% |
| YTD | +18.8% | +34.4% | -15.6% | +8.6% |
| 1Y | +19.3% | +33.3% | -13.9% | +9.3% |
| 3Y | +78.2% | +48.8% | +29.4% | +51.2% |
| All | +78.2% | +49.6% | +28.6% | +51.2% |
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