+77.8%
ECL vs BUD
+49.3%
+28.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.2% |
| 7D | -0.8% | +4.5% | -5.2% | -2.1% |
| 30D | +8.1% | +12.5% | -4.4% | +4.0% |
| 3M | +6.4% | 0.0% | +6.4% | +6.1% |
| 6M | +14.8% | +3.8% | +11.0% | +13.1% |
| YTD | +15.5% | +33.1% | -17.6% | +6.0% |
| 1Y | +20.1% | +35.5% | -15.4% | +9.7% |
| 3Y | +77.8% | +49.4% | +28.4% | +51.4% |
| All | +77.8% | +49.3% | +28.4% | +51.4% |
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