+341.4%
ELF vs BUD
-9.0%
+350.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.3% |
| 7D | +4.0% | +4.5% | -0.5% | +1.9% |
| 30D | +10.6% | +12.5% | -1.9% | +4.9% |
| 3M | +25.8% | 0.0% | +25.8% | +25.3% |
| 6M | +89.1% | +3.8% | +85.3% | +84.7% |
| YTD | +52.7% | +33.1% | +19.7% | +33.4% |
| 1Y | +51.7% | +35.5% | +16.2% | +31.4% |
| 3Y | +14.2% | +49.4% | -35.2% | -7.8% |
| 5Y | +270.7% | +48.0% | +222.6% | +192.8% |
| All | +341.4% | -9.0% | +350.4% | +242.2% |
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