+715.6%
EL vs BUD
+214.6%
+500.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.9% |
| 7D | +0.8% | +4.5% | -3.7% | -1.4% |
| 30D | +16.5% | +12.5% | +4.0% | +10.1% |
| 3M | +29.2% | 0.0% | +29.2% | +28.8% |
| 6M | +27.9% | +3.8% | +24.1% | +25.1% |
| YTD | +6.2% | +33.1% | -26.9% | -7.4% |
| 1Y | +27.2% | +35.5% | -8.3% | +9.8% |
| 3Y | +3.2% | +49.4% | -46.2% | -15.4% |
| 5Y | -66.0% | +48.0% | -114.0% | -72.3% |
| 10Y | +58.3% | -8.6% | +66.9% | +48.1% |
| All | +715.6% | +214.6% | +500.9% | +280.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling