-35.6%
ELAN vs BUD
-3.9%
-31.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.0% |
| 7D | -5.4% | -2.6% | -2.8% | -4.3% |
| 30D | +4.7% | -1.2% | +5.9% | +5.2% |
| 3M | -3.7% | -4.9% | +1.3% | -1.6% |
| 6M | -1.2% | +9.3% | -10.5% | -5.3% |
| YTD | +2.4% | +24.0% | -21.6% | -7.6% |
| 1Y | +23.4% | +34.5% | -11.2% | +7.1% |
| 3Y | +96.7% | +43.7% | +53.0% | +63.8% |
| 5Y | -30.6% | +46.0% | -76.6% | -43.6% |
| All | -35.6% | -3.9% | -31.8% | -52.1% |
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