-18.0%
ELF vs BUD
+36.8%
-54.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | +5.4% | +0.3% | +5.1% | +5.3% |
| 30D | +27.0% | -5.7% | +32.6% | +29.0% |
| 3M | +113.2% | +3.1% | +110.1% | +109.4% |
| 6M | +36.6% | +7.9% | +28.7% | +30.4% |
| YTD | +44.2% | +27.3% | +16.9% | +31.0% |
| 1Y | -18.0% | +37.8% | -55.8% | -25.9% |
| All | -18.0% | +36.8% | -54.8% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling