+63.7%
EL vs BUD
-2.1%
+65.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.6% |
| 7D | +1.5% | +1.0% | +0.5% | +1.1% |
| 30D | +10.0% | +6.7% | +3.3% | +6.7% |
| 3M | +28.4% | +5.7% | +22.7% | +25.0% |
| 6M | +37.1% | +5.8% | +31.2% | +33.0% |
| YTD | +7.8% | +34.4% | -26.6% | -5.9% |
| 1Y | +26.0% | +33.3% | -7.2% | +10.2% |
| 3Y | +3.8% | +48.8% | -45.0% | -14.2% |
| 5Y | -65.2% | +52.5% | -117.7% | -71.8% |
| All | +63.7% | -2.1% | +65.8% | +39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling