+64.9%
EL vs BUD
-4.3%
+69.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | +7.6% | +6.0% | +1.6% | +4.9% |
| 30D | +15.7% | +11.3% | +4.4% | +10.1% |
| 3M | +30.5% | +3.6% | +27.0% | +28.2% |
| 6M | +32.5% | +7.7% | +24.8% | +27.7% |
| YTD | +9.4% | +36.4% | -26.9% | -5.1% |
| 1Y | +28.4% | +37.8% | -9.5% | +10.6% |
| 3Y | +4.4% | +51.2% | -46.8% | -14.2% |
| 5Y | -64.5% | +53.4% | -117.9% | -71.4% |
| 10Y | +64.9% | -3.2% | +68.1% | +42.4% |
| All | +64.9% | -4.3% | +69.2% | +42.4% |
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 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