+31.2%
EL vs BUD
-23.5%
+54.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | +1.7% | +0.8% | +0.9% | +1.4% |
| 30D | +15.5% | -4.8% | +20.3% | +18.0% |
| 3M | +20.6% | +1.4% | +19.2% | +19.6% |
| 6M | +10.5% | +9.9% | +0.6% | +5.6% |
| YTD | -1.9% | +26.3% | -28.2% | -11.8% |
| 1Y | +16.1% | +36.1% | -20.1% | +0.8% |
| 3Y | -30.2% | +48.6% | -78.8% | -42.0% |
| 5Y | -67.4% | +45.0% | -112.4% | -73.0% |
| 10Y | +31.2% | -23.1% | +54.3% | +20.7% |
| All | +31.2% | -23.5% | +54.8% | +20.7% |
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 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