-33.4%
ELAN vs BUD
-2.0%
-31.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.8% |
| 7D | +0.3% | +0.8% | -0.5% | -0.1% |
| 30D | +8.4% | -4.8% | +13.2% | +10.7% |
| 3M | +1.2% | +1.4% | -0.1% | +0.5% |
| 6M | +2.6% | +9.9% | -7.3% | -2.0% |
| YTD | +5.9% | +26.3% | -20.4% | -5.2% |
| 1Y | +25.8% | +36.1% | -10.3% | +8.6% |
| 3Y | +106.8% | +48.6% | +58.2% | +69.6% |
| 5Y | -29.3% | +45.0% | -74.3% | -42.4% |
| All | -33.4% | -2.0% | -31.4% | -50.9% |
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